Several recent studies have reported negative results when using heteroskedastic neural regression models to model real-world data. In particular, for overparameterized models, the mean and variance networks are powerful enough to either fit every single data point (while shrinking the predicted variances to zero), or to learn a constant prediction with an output variance exactly matching every predicted residual (i.e., explaining the targets as pure noise). This paper studies these difficulties from the perspective of statistical physics. We show that the observed instabilities are not specific to any neural network architecture but are already present in a field theory of an overparameterized conditional Gaussian likelihood model. Under light assumptions, we derive a nonparametric free energy that can be solved numerically. The resulting solutions show excellent qualitative agreement with empirical model fits on real-world data and, in particular, prove the existence of phase transitions, i.e., abrupt, qualitative differences in the behaviors of the regressors upon varying the regularization strengths on the two networks. Our work thus provides a theoretical explanation for the necessity to carefully regularize heteroskedastic regression models. Moreover, the insights from our theory suggest a scheme for optimizing this regularization which is quadratically more efficient than the naive approach.

This paper describes our participation in the MentalRiskES task at IberLEF 2023. The task involved predicting the likelihood of an individual experiencing depression based on their social media activity. The dataset consisted of conversations from 175 Telegram users, each labeled according to their evidence of suffering from the disorder. We used a combination of traditional machine learning and deep learning techniques to solve four predictive subtasks: binary classification, simple regression, multiclass classification, and multi-output regression. We approached this by training a model to solve the multi-output regression case and then transforming the predictions to work for the other three subtasks. We compare the performance of two modeling approaches: fine-tuning a BERT-based model directly for the task or using its embeddings as inputs to a linear regressor, with the latter yielding better results.

Twin revolutions in wearable technologies and smartphone-delivered digital health interventions have significantly expanded the accessibility and uptake of mobile health (mHealth) interventions across various health science domains. Sequentially randomized experiments called micro-randomized trials (MRTs) have grown in popularity to empirically evaluate the effectiveness of these mHealth intervention components. MRTs have given rise to a new class of causal estimands known as "causal excursion effects", which enable health scientists to assess how intervention effectiveness changes over time or is moderated by individual characteristics, context, or responses in the past. However, current data analysis methods for estimating causal excursion effects require pre-specified features of the observed high-dimensional history to construct a working model of an important nuisance parameter. While machine learning algorithms are ideal for automatic feature construction, their naive application to causal excursion estimation can lead to bias under model misspecification, potentially yielding incorrect conclusions about intervention effectiveness. To address this issue, this paper revisits the estimation of causal excursion effects from a meta-learner perspective, where the analyst remains agnostic to the choices of supervised learning algorithms used to estimate nuisance parameters. The paper presents asymptotic properties of the novel estimators and compares them theoretically and through extensive simulation experiments, demonstrating relative efficiency gains and supporting the recommendation for a doubly robust alternative to existing methods. Finally, the practical utility of the proposed methods is demonstrated by analyzing data from a multi-institution cohort of first-year medical residents in the United States (NeCamp et al., 2020).

Trust is crucial for ensuring the safety, security, and widespread adoption of automated vehicles (AVs), and if trust is lacking, drivers and the public may not be willing to use them. This research seeks to investigate trust profiles in order to create personalized experiences for drivers in AVs. This technique helps in better understanding drivers' dynamic trust from a persona's perspective. The study was conducted in a driving simulator where participants were requested to take over control from automated driving in three conditions that included a control condition, a false alarm condition, and a miss condition with eight takeover requests (TORs) in different scenarios. Drivers' dispositional trust, initial learned trust, dynamic trust, personality, and emotions were measured. We identified three trust profiles (i.e., believers, oscillators, and disbelievers) using a K-means clustering model. In order to validate this model, we built a multinomial logistic regression model based on SHAP explainer that selected the most important features to predict the trust profiles with an F1-score of 0.90 and accuracy of 0.89. We also discussed how different individual factors influenced trust profiles which helped us understand trust dynamics better from a persona's perspective. Our findings have important implications for designing a personalized in-vehicle trust monitoring and calibrating system to adjust drivers' trust levels in order to improve safety and experience in automated driving.

Ridge regression with random coefficients provides an important alternative to fixed coefficients regression in high dimensional setting when the effects are expected to be small but not zeros. This paper considers estimation and prediction of random coefficient ridge regression in the setting of transfer learning, where in addition to observations from the target model, source samples from different but possibly related regression models are available. The informativeness of the source model to the target model can be quantified by the correlation between the regression coefficients. This paper proposes two estimators of regression coefficients of the target model as the weighted sum of the ridge estimates of both target and source models, where the weights can be determined by minimizing the empirical estimation risk or prediction risk. Using random matrix theory, the limiting values of the optimal weights are derived under the setting when $p/n \rightarrow \gamma$, where $p$ is the number of the predictors and $n$ is the sample size, which leads to an explicit expression of the estimation or prediction risks. Simulations show that these limiting risks agree very well with the empirical risks. An application to predicting the polygenic risk scores for lipid traits shows such transfer learning methods lead to smaller prediction errors than the single sample ridge regression or Lasso-based transfer learning.

Automated batch refactoring has become a de-facto mechanism to restructure software that may have significant design flaws negatively impacting the code quality and maintainability. Although automated batch refactoring techniques are known to significantly improve overall software quality and maintainability, their impact on resource utilization is not well studied. This paper aims to bridge the gap between batch refactoring code smells and consumption of resources. It determines the relationship between software code smell batch refactoring, and resource consumption. Next, it aims to design algorithms to predict the impact of code smell refactoring on resource consumption. This paper investigates 16 code smell types and their joint effect on resource utilization for 31 open source applications. It provides a detailed empirical analysis of the change in application CPU and memory utilization after refactoring specific code smells in isolation and in batches. This analysis is then used to train regression algorithms to predict the impact of batch refactoring on CPU and memory utilization before making any refactoring decisions. Experimental results also show that our ANN-based regression model provides highly accurate predictions for the impact of batch refactoring on resource consumption. It allows the software developers to intelligently decide which code smells they should refactor jointly to achieve high code quality and maintainability without increasing the application resource utilization. This paper responds to the important and urgent need of software engineers across a broad range of software applications, who are looking to refactor code smells and at the same time improve resource consumption. Finally, it brings forward the concept of resource aware code smell refactoring to the most crucial software applications.

Time-to-event analysis (survival analysis) is used when the response of interest is the time until a pre-specified event occurs. Time-to-event data are sometimes discrete either because time itself is discrete or due to grouping of failure times into intervals or rounding off measurements. In addition, the failure of an individual could be one of several distinct failure types, known as competing risks (events). Most methods and software packages for survival regression analysis assume that time is measured on a continuous scale. It is well-known that naively applying standard continuous-time models with discrete-time data may result in biased estimators of the discrete-time models. The Python package PyDTS, for simulating, estimating and evaluating semi-parametric competing-risks models for discrete-time survival data, is introduced. The package implements a fast procedure that enables including regularized regression methods, such as LASSO and elastic net, among others. A simulation study showcases flexibility and accuracy of the package. The utility of the package is demonstrated by analysing the Medical Information Mart for Intensive Care (MIMIC) - IV dataset for prediction of hospitalization length of stay.

Endogeneity, i.e. the dependence between noise and covariates, is a common phenomenon in real data due to omitted variables, strategic behaviours, measurement errors etc. In contrast, the existing analyses of stochastic online linear regression with unbounded noise and linear bandits depend heavily on exogeneity, i.e. the independence between noise and covariates. Motivated by this gap, we study the over-and just-identified Instrumental Variable (IV) regression for stochastic online learning. IV regression and the Two-Stage Least Squares approach to it are widely deployed in economics and causal inference to identify the underlying model from an endogenous dataset. Thus, we propose to use an online variant of Two-Stage Least Squares approach, namely O2SLS, to tackle endogeneity in stochastic online learning. Our analysis shows that O2SLS achieves $\mathcal{O}\left(d_x d_z \log ^2 T\right)$ identification and $\tilde{\mathcal{O}}\left(\gamma \sqrt{d_x T}\right)$ oracle regret after $T$ interactions, where $d_x$ and $d_z$ are the dimensions of covariates and IVs, and $\gamma$ is the bias due to endogeneity. For $\gamma=0$, i.e. under exogeneity, O2SLS achieves $\mathcal{O}\left(d_x^2 \log ^2 T\right)$ oracle regret, which is of the same order as that of the stochastic online ridge. Then, we leverage O2SLS as an oracle to design OFUL-IV, a stochastic linear bandit algorithm that can tackle endogeneity and achieves $\widetilde{\mathcal{O}}\left(\sqrt{d_x d_z T}\right)$ regret. For different datasets with endogeneity, we experimentally show efficiencies of O2SLS and OFUL-IV in terms of regrets.

Significant wave height forecasting is a key problem in ocean data analytics. Predicting the significant wave height is crucial for estimating the energy production from waves. Moreover, the timely prediction of large waves is important to ensure the safety of maritime operations, e.g. passage of vessels. We frame the task of predicting extreme values of significant wave height as an exceedance probability forecasting problem. Accordingly, we aim at estimating the probability that the significant wave height will exceed a predefined threshold. This task is usually solved using a probabilistic binary classification model. Instead, we propose a novel approach based on a forecasting model. The method leverages the forecasts for the upcoming observations to estimate the exceedance probability according to the cumulative distribution function. We carried out experiments using data from a buoy placed in the coast of Halifax, Canada. The results suggest that the proposed methodology is better than state-of-the-art approaches for exceedance probability forecasting.

In this paper, we propose a new and unified approach for nonparametric regression and conditional distribution learning. Our approach simultaneously estimates a regression function and a conditional generator using a generative learning framework, where a conditional generator is a function that can generate samples from a conditional distribution. The main idea is to estimate a conditional generator that satisfies the constraint that it produces a good regression function estimator. We use deep neural networks to model the conditional generator. Our approach can handle problems with multivariate outcomes and covariates, and can be used to construct prediction intervals. We provide theoretical guarantees by deriving non-asymptotic error bounds and the distributional consistency of our approach under suitable assumptions. We also perform numerical experiments with simulated and real data to demonstrate the effectiveness and superiority of our approach over some existing approaches in various scenarios.