Partitioning a set of elements into subsets of a priori unknown sizes is essential in many applications. These subset sizes are rarely explicitly learned - be it the cluster sizes in clustering applications or the number of shared versus independent generative latent factors in weakly-supervised learning. Probability distributions over correct combinations of subset sizes are non-differentiable due to hard constraints, which prohibit gradient-based optimization. In this work, we propose the differentiable hypergeometric distribution. The hypergeometric distribution models the probability of different group sizes based on their relative importance. We introduce reparameterizable gradients to learn the importance between groups and highlight the advantage of explicitly learning the size of subsets in two typical applications: weakly-supervised learning and clustering. In both applications, we outperform previous approaches, which rely on suboptimal heuristics to model the unknown size of groups. Many machine learning approaches rely on differentiable sampling procedures, from which the reparameterization trick for Gaussian distributions is best known (Kingma & Welling, 2014; Rezende et al., 2014). The non-differentiable nature of discrete distributions has long hindered their use in machine learning pipelines with end-to-end gradient-based optimization. Only the concrete distribution (Maddison et al., 2017) or Gumbel-Softmax trick (Jang et al., 2016) boosted the use of categorical distributions in stochastic networks. Unlike the high-variance gradients of score-based methods such as REINFORCE (Williams, 1992), these works enable reparameterized and lowvariance gradients with respect to the categorical weights. Despite enormous progress in recent years, the extension to more complex probability distributions is still missing or comes with a trade-off regarding differentiability or computational speed (Huijben et al., 2021). The hypergeometric distribution plays a vital role in various areas of science, such as social and computer science and biology. The range of applications goes from modeling gene mutations and recommender systems to analyzing social networks (Becchetti et al., 2011; Casiraghi et al., 2016; Lodato et al., 2015). The hypergeometric distribution describes sampling without replacement and, therefore, models the number of samples per group given a limited number of total samples. Hence, it is essential wherever the choice of a single group element influences the probability of the remaining elements being drawn. Previous work mainly uses the hypergeometric distribution implicitly to model assumptions or as a tool to prove theorems.

LASSO regularization is a popular regression tool to enhance the prediction accuracy of statistical models by performing variable selection through the $\ell_1$ penalty, initially formulated for the linear model and its variants. In this paper, the territory of LASSO is extended to two-layer ReLU neural networks, a fashionable and powerful nonlinear regression model. Specifically, given a neural network whose output $y$ depends only on a small subset of input $\boldsymbol{x}$, denoted by $\mathcal{S}^{\star}$, we prove that the LASSO estimator can stably reconstruct the neural network and identify $\mathcal{S}^{\star}$ when the number of samples scales logarithmically with the input dimension. This challenging regime has been well understood for linear models while barely studied for neural networks. Our theory lies in an extended Restricted Isometry Property (RIP)-based analysis framework for two-layer ReLU neural networks, which may be of independent interest to other LASSO or neural network settings. Based on the result, we advocate a neural network-based variable selection method. Experiments on simulated and real-world datasets show promising performance of the variable selection approach compared with existing techniques.

Explainable Artificial Intelligence (XAI) encompasses a range of techniques and procedures aimed at elucidating the decision-making processes of AI models. While XAI is valuable in understanding the reasoning behind AI models, the data used for such revelations poses potential security and privacy vulnerabilities. Existing literature has identified privacy risks targeting machine learning models, including membership inference, model inversion, and model extraction attacks. Depending on the settings and parties involved, such attacks may target either the model itself or the training data used to create the model. We have identified that tools providing XAI can particularly increase the vulnerability of model extraction attacks, which can be a significant issue when the owner of an AI model prefers to provide only black-box access rather than sharing the model parameters and architecture with other parties. To explore this privacy risk, we propose AUTOLYCUS, a model extraction attack that leverages the explanations provided by popular explainable AI tools. We particularly focus on white-box machine learning (ML) models such as decision trees and logistic regression models. We have evaluated the performance of AUTOLYCUS on 5 machine learning datasets, in terms of the surrogate model's accuracy and its similarity to the target model. We observe that the proposed attack is highly effective; it requires up to 60x fewer queries to the target model compared to the state-of-the-art attack, while providing comparable accuracy and similarity. We first validate the performance of the proposed algorithm on decision trees, and then show its performance on logistic regression models as an indicator that the proposed algorithm performs well on white-box ML models in general. Finally, we show that the existing countermeasures remain ineffective for the proposed attack.

Enterprise financial risk analysis aims at predicting the future financial risk of enterprises. Due to its wide and significant application, enterprise financial risk analysis has always been the core research topic in the fields of Finance and Management. Based on advanced computer science and artificial intelligence technologies, enterprise risk analysis research is experiencing rapid developments and making significant progress. Therefore, it is both necessary and challenging to comprehensively review the relevant studies. Although there are already some valuable and impressive surveys on enterprise risk analysis from the perspective of Finance and Management, these surveys introduce approaches in a relatively isolated way and lack recent advances in enterprise financial risk analysis. In contrast, this paper attempts to provide a systematic literature survey of enterprise risk analysis approaches from Big Data perspective, which reviews more than 250 representative articles in the past almost 50 years (from 1968 to 2023). To the best of our knowledge, this is the first and only survey work on enterprise financial risk from Big Data perspective. Specifically, this survey connects and systematizes the existing enterprise financial risk studies, i.e. to summarize and interpret the problems, methods, and spotlights in a comprehensive way. In particular, we first introduce the issues of enterprise financial risks in terms of their types,granularity, intelligence, and evaluation metrics, and summarize the corresponding representative works. Then, we compare the analysis methods used to learn enterprise financial risk, and finally summarize the spotlights of the most representative works. Our goal is to clarify current cutting-edge research and its possible future directions to model enterprise risk, aiming to fully understand the mechanisms of enterprise risk generation and contagion.

We propose a twin support vector quantile regression (TSVQR) to capture the heterogeneous and asymmetric information in modern data. Using a quantile parameter, TSVQR effectively depicts the heterogeneous distribution information with respect to all portions of data points. Correspondingly, TSVQR constructs two smaller sized quadratic programming problems (QPPs) to generate two nonparallel planes to measure the distributional asymmetry between the lower and upper bounds at each quantile level. The QPPs in TSVQR are smaller and easier to solve than those in previous quantile regression methods. Moreover, the dual coordinate descent algorithm for TSVQR also accelerates the training speed. Experimental results on six artiffcial data sets, ffve benchmark data sets, two large scale data sets, two time-series data sets, and two imbalanced data sets indicate that the TSVQR outperforms previous quantile regression methods in terms of the effectiveness of completely capturing the heterogeneous and asymmetric information and the efffciency of the learning process.

Carbon futures has recently emerged as a novel financial asset in the trading markets such as the European Union and China. Monitoring the trend of the carbon price has become critical for both national policy-making as well as industrial manufacturing planning. However, various geopolitical, social, and economic factors can impose substantial influence on the carbon price. Due to its volatility and non-linearity, predicting accurate carbon prices is generally a difficult task. In this study, we propose to improve carbon price forecasting with several novel practices. First, we collect various influencing factors, including commodity prices, export volumes such as oil and natural gas, and prosperity indices. Then we select the most significant factors and disclose their optimal grouping for explainability. Finally, we use the Sparse Quantile Group Lasso and Adaptive Sparse Quantile Group Lasso for robust price predictions. We demonstrate through extensive experimental studies that our proposed methods outperform existing ones. Also, our quantile predictions provide a complete profile of future prices at different levels, which better describes the distributions of the carbon market.

Urban rail transit provides significant comprehensive benefits such as large traffic volume and high speed, serving as one of the most important components of urban traffic construction management and congestion solution. Using real passenger flow data of an Asian subway system from April to June of 2018, this work analyzes the space-time distribution of the passenger flow using short-term traffic flow prediction. Stations are divided into four types for passenger flow forecasting, and meteorological records are collected for the same period. Then, machine learning methods with different inputs are applied and multivariate regression is performed to evaluate the improvement effect of each weather element on passenger flow forecasting of representative metro stations on hourly basis. Our results show that by inputting weather variables the precision of prediction on weekends enhanced while the performance on weekdays only improved marginally, while the contribution of different elements of weather differ. Also, different categories of stations are affected differently by weather. This study provides a possible method to further improve other prediction models, and attests to the promise of data-driven analytics for optimization of short-term scheduling in transit management.

Driving risk prediction has been a topic of much research over the past few decades to minimize driving risk and increase safety. The use of demographic information in risk prediction is a traditional solution with applications in insurance planning, however, it is difficult to capture true driving behavior via such coarse-grained factors. Therefor, the use of telematics data has gained a widespread popularity over the past decade. While most of the existing studies leverage demographic information in addition to telematics data, our objective is to maximize the use of telematics as well as contextual information (e.g., road-type) to build a risk prediction framework with real-world applications. We contextualize telematics data in a variety of forms, and then use it to develop a risk classifier, assuming that there are some weak risk labels available (e.g., past traffic citation records). Before building a risk classifier though, we employ a novel data-driven process to augment weak risk labels. Extensive analysis and results based on real-world data from multiple major cities in the United States demonstrate usefulness of the proposed framework.

With the world population rapidly increasing, transforming our agrifood systems to be more productive, efficient, safe, and sustainable is crucial to mitigate potential food shortages. Recently, artificial intelligence (AI) techniques such as deep learning (DL) have demonstrated their strong abilities in various areas, including language, vision, remote sensing (RS), and agrifood systems applications. However, the overall impact of AI on agrifood systems remains unclear. In this paper, we thoroughly review how AI techniques can transform agrifood systems and contribute to the modern agrifood industry. Firstly, we summarize the data acquisition methods in agrifood systems, including acquisition, storage, and processing techniques. Secondly, we present a progress review of AI methods in agrifood systems, specifically in agriculture, animal husbandry, and fishery, covering topics such as agrifood classification, growth monitoring, yield prediction, and quality assessment. Furthermore, we highlight potential challenges and promising research opportunities for transforming modern agrifood systems with AI. We hope this survey could offer an overall picture to newcomers in the field and serve as a starting point for their further research.

We adopt the distribution and expectation of guessing times in game Wordle as metrics to predict the difficulty of words and explore their influence factors. In order to predictthe difficulty distribution, we use Monte Carlo to simulate the guessing process of players and then narrow the gap between raw and actual distribution of guessing times for each word with Markov which generates the associativity of words. Afterwards, we take advantage of lasso regression to predict the deviation of guessing times expectation and quadratic programming to obtain the correction of the original distribution.To predict the difficulty levels, we first use hierarchical clustering to classify the difficulty levels based on the expectation of guessing times. Afterwards we downscale the variables of lexical attributes based on factor analysis. Significant factors include the number of neighboring words, letter similarity, sub-string similarity, and word frequency. Finally, we build the relationship between lexical attributes and difficulty levels through ordered logistic regression.