We developed an artificial intelligence approach to predict the transfer fee of a football player. This model can help clubs make better decisions about which players to buy and sell, which can lead to improved performance and increased club budgets. Having collected data on player performance, transfer fees, and other factors that might affect a player's value, we then used this data to train a machine learning model that can accurately predict a player's impact on the game. We further passed the obtained results as one of the features to the predictor of transfer fees. The model can help clubs identify players who are undervalued and who could be sold for a profit. It can also help clubs avoid overpaying for players. We believe that our model can be a valuable tool for football clubs. It can help them make better decisions about player recruitment and transfers.

Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distribution, but this may result in poor and unstable out-of-sample performance due to distributional uncertainty. In the spirit of distributionally robust optimization, we propose a novel robust criterion by combining insights from Bayesian nonparametric (i.e., Dirichlet Process) theory and recent decision-theoretic models of smooth ambiguity-averse preferences. First, we highlight novel connections with standard regularized empirical risk minimization techniques, among which Ridge and LASSO regressions. Then, we theoretically demonstrate the existence of favorable finite-sample and asymptotic statistical guarantees on the performance of the robust optimization procedure. For practical implementation, we propose and study tractable approximations of the criterion based on well-known Dirichlet Process representations. We also show that the smoothness of the criterion naturally leads to standard gradient-based numerical optimization. Finally, we provide insights into the workings of our method by applying it to high-dimensional sparse linear regression and robust location parameter estimation tasks.

Online Judge (OJ) systems are typically considered within programming-related courses as they yield fast and objective assessments of the code developed by the students. Such an evaluation generally provides a single decision based on a rubric, most commonly whether the submission successfully accomplished the assignment. Nevertheless, since in an educational context such information may be deemed insufficient, it would be beneficial for both the student and the instructor to receive additional feedback about the overall development of the task. This work aims to tackle this limitation by considering the further exploitation of the information gathered by the OJ and automatically inferring feedback for both the student and the instructor. More precisely, we consider the use of learning-based schemes -- particularly, multi-instance learning (MIL) and classical machine learning formulations -- to model student behavior. Besides, explainable artificial intelligence (XAI) is contemplated to provide human-understandable feedback. The proposal has been evaluated considering a case of study comprising 2500 submissions from roughly 90 different students from a programming-related course in a computer science degree. The results obtained validate the proposal: The model is capable of significantly predicting the user outcome (either passing or failing the assignment) solely based on the behavioral pattern inferred by the submissions provided to the OJ. Moreover, the proposal is able to identify prone-to-fail student groups and profiles as well as other relevant information, which eventually serves as feedback to both the student and the instructor.

We present an approach to outsourcing of training neural networks while preserving data confidentiality from malicious parties. We use fully homomorphic encryption to build a unified training approach that works on encrypted data and learns quantized neural network models. The data can be horizontally or vertically split between multiple parties, enabling collaboration on confidential data. We train logistic regression and multi-layer perceptrons on several datasets.

Sign-Perturbed Sum (SPS) is a powerful finite-sample system identification algorithm which can construct confidence regions for the true data generating system with exact coverage probabilities, for any finite sample size. SPS was developed in a series of papers and it has a wide range of applications, from general linear systems, even in a closed-loop setup, to nonlinear and nonparametric approaches. Although several theoretical properties of SPS were proven in the literature, the sample complexity of the method was not analysed so far. This paper aims to fill this gap and provides the first results on the sample complexity of SPS. Here, we focus on scalar linear regression problems, that is we study the behaviour of SPS confidence intervals. We provide high probability upper bounds, under three different sets of assumptions, showing that the sizes of SPS confidence intervals shrink at a geometric rate around the true parameter, if the observation noises are subgaussian. We also show that similar bounds hold for the previously proposed outer approximation of the confidence region. Finally, we present simulation experiments comparing the theoretical and the empirical convergence rates.

Logistic regression is a ubiquitous method for probabilistic classification. However, the effectiveness of logistic regression depends upon careful and relatively computationally expensive tuning, especially for the regularisation hyperparameter, and especially in the context of high-dimensional data. We present a prevalidated ridge regression model that closely matches logistic regression in terms of classification error and log-loss, particularly for high-dimensional data, while being significantly more computationally efficient and having effectively no hyperparameters beyond regularisation. We scale the coefficients of the model so as to minimise log-loss for a set of prevalidated predictions derived from the estimated leave-one-out cross-validation error. This exploits quantities already computed in the course of fitting the ridge regression model in order to find the scaling parameter with nominal additional computational expense.

Hypothesis testing is an indispensable tool to answer scientific questions in the context of clinical trials, bioinformatics, social sciences, etc. The data within such domains often involves sensitive and private information pertaining to individuals. Researchers often bear legal obligations to safeguard the privacy of such data. In this context, differential privacy (Dwork, 2006) has emerged as a compelling framework for ensuring privacy in statistical analyses with confidential data. Consequently, differentially private versions of numerous well-established hypothesis tests have been developed, although exclusively from a frequentist view point. This encompasses private adaptations of test of binomial proportions (Awan and Slavković, 2018), linear regression (Alabi and Vadhan, 2023), goodness of fit (Kwak et al., 2021), analysis of variance (Swanberg et al., 2019), high-dimensional normal means (Narayanan, 2022), to name a few. Differentially private versions of common non-parametric tests (Couch et al., 2019), permutation tests (Kim and Schrab, 2023), etc., have emerged as

While large language models (LLMs) are extremely capable at text generation, their outputs are still distinguishable from human-authored text. We explore this separation across many metrics over text, many sampling techniques, many types of text data, and across two popular LLMs, LLaMA and Vicuna. Along the way, we introduce a new metric, recoverability, to highlight differences between human and machine text; and we propose a new sampling technique, burst sampling, designed to close this gap. We find that LLaMA and Vicuna have distinct distributions under many of the metrics, and that this influences our results: Recoverability separates real from fake text better than any other metric when using LLaMA. When using Vicuna, burst sampling produces text which is distributionally closer to real text compared to other sampling techniques.

Acquiring an accurate world model online for model-based reinforcement learning (MBRL) is challenging due to data nonstationarity, which typically causes catastrophic forgetting for neural networks (NNs). From the online learning perspective, a Follow-The-Leader (FTL) world model is desirable, which optimally fits all previous experiences at each round. Unfortunately, NN-based models need re-training on all accumulated data at every interaction step to achieve FTL, which is computationally expensive for lifelong agents. In this paper, we revisit models that can achieve FTL with incremental updates. Specifically, our world model is a linear regression model supported by nonlinear random features. The linear part ensures efficient FTL update while the nonlinear random feature empowers the fitting of complex environments. To best trade off model capacity and computation efficiency, we introduce a locality sensitive sparse encoding, which allows us to conduct efficient sparse updates even with very high dimensional nonlinear features. We validate the representation power of our encoding and verify that it allows efficient online learning under data covariate shift. We also show, in the Dyna MBRL setting, that our world models learned online using a single pass of trajectory data either surpass or match the performance of deep world models trained with replay and other continual learning methods.

We explore a novel methodology for constructing confidence regions for parameters of linear models, using predictions from any arbitrary predictor. Our framework requires minimal assumptions on the noise and can be extended to functions deviating from strict linearity up to some adjustable threshold, thereby accommodating a comprehensive and pragmatically relevant set of functions. The derived confidence regions can be cast as constraints within a Mixed Integer Linear Programming framework, enabling optimisation of linear objectives. This representation enables robust optimization and the extraction of confidence intervals for specific parameter coordinates. Unlike previous methods, the confidence region can be empty, which can be used for hypothesis testing. Finally, we validate the empirical applicability of our method on synthetic data.