Regression
Quantized Low-Rank Multivariate Regression with Random Dithering
Chen, Junren, Wang, Yueqi, Ng, Michael K.
Low-rank multivariate regression (LRMR) is an important statistical learning model that combines highly correlated tasks as a multiresponse regression problem with low-rank priori on the coefficient matrix. In this paper, we study quantized LRMR, a practical setting where the responses and/or the covariates are discretized to finite precision. We focus on the estimation of the underlying coefficient matrix. To make consistent estimator that could achieve arbitrarily small error possible, we employ uniform quantization with random dithering, i.e., we add appropriate random noise to the data before quantization. Specifically, uniform dither and triangular dither are used for responses and covariates, respectively. Based on the quantized data, we propose the constrained Lasso and regularized Lasso estimators, and derive the non-asymptotic error bounds. With the aid of dithering, the estimators achieve minimax optimal rate, while quantization only slightly worsens the multiplicative factor in the error rate. Moreover, we extend our results to a low-rank regression model with matrix responses. We corroborate and demonstrate our theoretical results via simulations on synthetic data or image restoration.
Towards Optimal Neural Networks: the Role of Sample Splitting in Hyperparameter Selection
When artificial neural networks have demonstrated exceptional practical success in a variety of domains, investigations into their theoretical characteristics, such as their approximation power, statistical properties, and generalization performance, have concurrently made significant strides. In this paper, we construct a novel theory for understanding the effectiveness of neural networks, which offers a perspective distinct from prior research. Specifically, we explore the rationale underlying a common practice during the construction of neural network models: sample splitting. Our findings indicate that the optimal hyperparameters derived from sample splitting can enable a neural network model that asymptotically minimizes the prediction risk. We conduct extensive experiments across different application scenarios and network architectures, and the results manifest our theory's effectiveness.
Disentangling the Link Between Image Statistics and Human Perception
Hepburn, Alexander, Laparra, Valero, Santos-Rodriguez, Raรบl, Malo, Jesรบs
In the 1950s, Barlow and Attneave hypothesised a link between biological vision and information maximisation. Following Shannon, information was defined using the probability of natural images. A number of physiological and psychophysical phenomena have been derived ever since from principles like info-max, efficient coding, or optimal denoising. However, it remains unclear how this link is expressed in mathematical terms from image probability. First, classical derivations were subjected to strong assumptions on the probability models and on the behaviour of the sensors. Moreover, the direct evaluation of the hypothesis was limited by the inability of the classical image models to deliver accurate estimates of the probability. In this work we directly evaluate image probabilities using an advanced generative model for natural images, and we analyse how probability-related factors can be combined to predict human perception via sensitivity of state-of-the-art subjective image quality metrics. We use information theory and regression analysis to find a combination of just two probability-related factors that achieves 0.8 correlation with subjective metrics. This probability-based sensitivity is psychophysically validated by reproducing the basic trends of the Contrast Sensitivity Function, its suprathreshold variation, and trends of the Weber-law and masking.
Online Constraint Tightening in Stochastic Model Predictive Control: A Regression Approach
Capone, Alexandre, Brรผdigam, Tim, Hirche, Sandra
Solving chance-constrained stochastic optimal control problems is a significant challenge in control. This is because no analytical solutions exist for up to a handful of special cases. A common and computationally efficient approach for tackling chance-constrained stochastic optimal control problems consists of reformulating the chance constraints as hard constraints with a constraint-tightening parameter. However, in such approaches, the choice of constraint-tightening parameter remains challenging, and guarantees can mostly be obtained assuming that the process noise distribution is known a priori. Moreover, the chance constraints are often not tightly satisfied, leading to unnecessarily high costs. This work proposes a data-driven approach for learning the constraint-tightening parameters online during control. To this end, we reformulate the choice of constraint-tightening parameter for the closed-loop as a binary regression problem. We then leverage a highly expressive \gls{gp} model for binary regression to approximate the smallest constraint-tightening parameters that satisfy the chance constraints. By tuning the algorithm parameters appropriately, we show that the resulting constraint-tightening parameters satisfy the chance constraints up to an arbitrarily small margin with high probability. Our approach yields constraint-tightening parameters that tightly satisfy the chance constraints in numerical experiments, resulting in a lower average cost than three other state-of-the-art approaches.
Molecule Design by Latent Prompt Transformer
Kong, Deqian, Huang, Yuhao, Xie, Jianwen, Wu, Ying Nian
This paper proposes a latent prompt Transformer model for solving challenging optimization problems such as molecule design, where the goal is to find molecules with optimal values of a target chemical or biological property that can be computed by an existing software. Our proposed model consists of three components. (1) A latent vector whose prior distribution is modeled by a Unet transformation of a Gaussian white noise vector. (2) A molecule generation model that generates the string-based representation of molecule conditional on the latent vector in (1). We adopt the causal Transformer model that takes the latent vector in (1) as prompt. (3) A property prediction model that predicts the value of the target property of a molecule based on a non-linear regression on the latent vector in (1). We call the proposed model the latent prompt Transformer model. After initial training of the model on existing molecules and their property values, we then gradually shift the model distribution towards the region that supports desired values of the target property for the purpose of molecule design. Our experiments show that our proposed model achieves state of the art performances on several benchmark molecule design tasks.
Investigating Speed Deviation Patterns During Glucose Episodes: A Quantile Regression Approach
Joshi, Aparna, Merickel, Jennifer, Desouza, Cyrus V., Rizzo, Matthew, Gunaratne, Pujitha, Sharma, Anuj
Given the growing prevalence of diabetes, there has been significant interest in determining how diabetes affects instrumental daily functions, like driving. Complication of glucose control in diabetes includes hypoglycemic and hyperglycemic episodes, which may impair cognitive and psychomotor functions needed for safe driving. The goal of this paper was to determine patterns of diabetes speed behavior during acute glucose to drivers with diabetes who were euglycemic or control drivers without diabetes in a naturalistic driving environment. By employing distribution-based analytic methods which capture distribution patterns, our study advances prior literature that has focused on conventional approach of average speed to explore speed deviation patterns.
Beyond the Benchmark: Detecting Diverse Anomalies in Videos
Video Anomaly Detection (VAD) plays a crucial role in modern surveillance systems, aiming to identify various anomalies in real-world situations. However, current benchmark datasets predominantly emphasize simple, single-frame anomalies such as novel object detection. This narrow focus restricts the advancement of VAD models. In this research, we advocate for an expansion of VAD investigations to encompass intricate anomalies that extend beyond conventional benchmark boundaries. To facilitate this, we introduce two datasets, HMDB-AD and HMDB-Violence, to challenge models with diverse action-based anomalies. These datasets are derived from the HMDB51 action recognition dataset. We further present Multi-Frame Anomaly Detection (MFAD), a novel method built upon the AI-VAD framework. AI-VAD utilizes single-frame features such as pose estimation and deep image encoding, and two-frame features such as object velocity. They then apply a density estimation algorithm to compute anomaly scores. To address complex multi-frame anomalies, we add a deep video encoding features capturing long-range temporal dependencies, and logistic regression to enhance final score calculation. Experimental results confirm our assumptions, highlighting existing models limitations with new anomaly types. MFAD excels in both simple and complex anomaly detection scenarios.
Conditional Instrumental Variable Regression with Representation Learning for Causal Inference
Cheng, Debo, Xu, Ziqi, Li, Jiuyong, Liu, Lin, Liu, Jixue, Le, Thuc Duy
This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV) are commonly used to eliminate confounding bias, including the bias caused by unobserved confounders, but they rely on the linearity assumption. Besides, the strict condition of unconfounded instruments posed on a standard IV is too strong to be practical. To address these challenging and practical problems of the standard IV method (linearity assumption and the strict condition), in this paper, we use a conditional IV (CIV) to relax the unconfounded instrument condition of standard IV and propose a non-linear CIV regression with Confounding Balancing Representation Learning, CBRL.CIV, for jointly eliminating the confounding bias from unobserved confounders and balancing the observed confounders, without the linearity assumption. We theoretically demonstrate the soundness of CBRL.CIV. Extensive experiments on synthetic and two real-world datasets show the competitive performance of CBRL.CIV against state-of-the-art IV-based estimators and superiority in dealing with the non-linear situation.
Unified Transfer Learning Models for High-Dimensional Linear Regression
Transfer learning plays a key role in modern data analysis when: (1) the target data are scarce but the source data are sufficient; (2) the distributions of the source and target data are heterogeneous. This paper develops an interpretable unified transfer learning model, termed as UTrans, which can detect both transferable variables and source data. More specifically, we establish the estimation error bounds and prove that our bounds are lower than those with target data only. Besides, we propose a source detection algorithm based on hypothesis testing to exclude the nontransferable data. We evaluate and compare UTrans to the existing algorithms in multiple experiments. It is shown that UTrans attains much lower estimation and prediction errors than the existing methods, while preserving interpretability. We finally apply it to the US intergenerational mobility data and compare our proposed algorithms to the classical machine learning algorithms.
5G Network Slicing: Analysis of Multiple Machine Learning Classifiers
Malkoc, Mirsad, Kholidy, Hisham A.
The division of one physical 5G communications infrastructure into several virtual network slices with distinct characteristics such as bandwidth, latency, reliability, security, and service quality is known as 5G network slicing. Each slice is a separate logical network that meets the requirements of specific services or use cases, such as virtual reality, gaming, autonomous vehicles, or industrial automation. The network slice can be adjusted dynamically to meet the changing demands of the service, resulting in a more cost-effective and efficient approach to delivering diverse services and applications over a shared infrastructure. This paper assesses various machine learning techniques, including the logistic regression model, linear discriminant model, k-nearest neighbor's model, decision tree model, random forest model, SVC BernoulliNB model, and GaussianNB model, to investigate the accuracy and precision of each model on detecting network slices. The report also gives an overview of 5G network slicing.