Regression
All Emulators are Wrong, Many are Useful, and Some are More Useful Than Others: A Reproducible Comparison of Computer Model Surrogates
Rumsey, Kellin N., Gibson, Graham C., Francom, Devin, Morris, Reid
Accurate and efficient surrogate modeling is essential for modern computational science, and there are a staggering number of emulation methods to choose from. With new methods being developed all the time, comparing the relative strengths and weaknesses of different methods remains a challenge due to inconsistent benchmarking practices and (sometimes) limited reproducibility and transparency. In this work, we present a large-scale, fully reproducible comparison of $29$ distinct emulators across $60$ canonical test functions and $40$ real emulation datasets. To facilitate rigorous, apples-to-apples comparisons, we introduce the R package \texttt{duqling}, which streamlines reproducible simulation studies using a consistent, simple syntax, and automatic internal scaling of inputs. This framework allows researchers to compare emulators in a unified environment and makes it possible to replicate or extend previous studies with minimal effort, even across different publications. Our results provide detailed empirical insight into the strengths and weaknesses of state-of-the-art emulators and offer guidance for both method developers and practitioners selecting a surrogate for new data. We discuss best practices for emulator comparison and highlight how \texttt{duqling} can accelerate research in emulator design and application.
Online Inference of Constrained Optimization: Primal-Dual Optimality and Sequential Quadratic Programming
Gao, Yihang, Ng, Michael K., Mahoney, Michael W., Na, Sen
We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. Such problems are prevalent in statistics and machine learning, encompassing constrained $M$-estimation, physics-informed models, safe reinforcement learning, and algorithmic fairness. We develop a stochastic sequential quadratic programming (SSQP) method to solve these problems, where the step direction is computed by sequentially performing a quadratic approximation of the objective and a linear approximation of the constraints. Despite having access to unbiased estimates of population gradients, a key challenge in constrained stochastic problems lies in dealing with the bias in the step direction. As such, we apply a momentum-style gradient moving-average technique within SSQP to debias the step. We show that our method achieves global almost-sure convergence and exhibits local asymptotic normality with an optimal primal-dual limiting covariance matrix in the sense of Hรกjek and Le Cam. In addition, we provide a plug-in covariance matrix estimator for practical inference. To our knowledge, the proposed SSQP method is the first fully online method that attains primal-dual asymptotic minimax optimality without relying on projection operators onto the constraint set, which are generally intractable for nonlinear problems. Through extensive experiments on benchmark nonlinear problems, as well as on constrained generalized linear models and portfolio allocation problems using both synthetic and real data, we demonstrate superior performance of our method, showing that the method and its asymptotic behavior not only solve constrained stochastic problems efficiently but also provide valid and practical online inference in real-world applications.
Fast Factorized Learning: Powered by In-Memory Database Systems
Stรถckl, Bernhard, Schรผle, Maximilian E.
Learning models over factorized joins avoids redundant computations by identifying and pre-computing shared cofactors. Previous work has investigated the performance gain when computing cofactors on traditional disk-based database systems. Due to the absence of published code, the experiments could not be reproduced on in-memory database systems. This work describes the implementation when using cofactors for in-database factorized learning. We benchmark our open-source implementation for learning linear regression on factorized joins with PostgreSQL -- as a disk-based database system -- and HyPer -- as an in-memory engine. The evaluation shows a performance gain of factorized learning on in-memory database systems by 70\% to non-factorized learning and by a factor of 100 compared to disk-based database systems. Thus, modern database engines can contribute to the machine learning pipeline by pre-computing aggregates prior to data extraction to accelerate training.
Contrastive Learning for Semi-Supervised Deep Regression with Generalized Ordinal Rankings from Spectral Seriation
Wang, Ce, Dai, Weihang, Bai, Hanru, Li, Xiaomeng
Abstract--Contrastive learning methods enforce label distance relationships in feature space to improve representation capability for regression models. However, these methods highly depend on label information to correctly recover ordinal relationships of features, limiting their applications to semi-supervised regression. In this work, we extend contrastive regression methods to allow unlabeled data to be used in the semi-supervised setting, thereby reducing the dependence on costly annotations. Particularly we construct the feature similarity matrix with both labeled and unlabeled samples in a mini-batch to reflect inter-sample relationships, and an accurate ordinal ranking of involved unlabeled samples can be recovered through spectral seriation algorithms if the level of error is within certain bounds. The introduction of labeled samples above provides regularization of the ordinal ranking with guidance from the ground-truth label information, making the ranking more reliable. T o reduce feature perturbations, we further utilize the dynamic programming algorithm to select robust features for the matrix construction. The recovered ordinal relationship is then used for contrastive learning on unlabeled samples, and we thus allow more data to be used for feature representation learning, thereby achieving more robust results. The ordinal rankings can also be used to supervise predictions on unlabeled samples, serving as an additional training signal. We provide theoretical guarantees and empirical verification through experiments on various datasets, demonstrating that our method can surpass existing state-of-the-art semi-supervised deep regression methods. Our code have been released on https://github.com/xmed-lab/CLSS.
Characterizing Human Feedback-Based Control in Naturalistic Driving Interactions via Gaussian Process Regression with Linear Feedback
DiPirro, Rachel, Devonport, Rosalyn, Calderone, Dan, Yang, Chishang "Mario'', Ju, Wendy, Oishi, Meeko
Understanding driver interactions is critical to designing autonomous vehicles to interoperate safely with human-driven cars. We consider the impact of these interactions on the policies drivers employ when navigating unsigned intersections in a driving simulator. The simulator allows the collection of naturalistic decision-making and behavior data in a controlled environment. Using these data, we model the human driver responses as state-based feedback controllers learned via Gaussian Process regression methods. We compute the feedback gain of the controller using a weighted combination of linear and nonlinear priors. We then analyze how the individual gains are reflected in driver behavior. We also assess differences in these controllers across populations of drivers. Our work in data-driven analyses of how drivers determine their policies can facilitate future work in the design of socially responsive autonomy for vehicles.
Partial Inverse Design of High-Performance Concrete Using Cooperative Neural Networks for Constraint-Aware Mix Generation
Nugraha, Agung, Im, Heungjun, Lee, Jihwan
High-performance concrete requires complex mix design decisions involving interdependent variables and practical constraints. While data-driven methods have improved predictive modeling for forward design in concrete engineering, inverse design remains limited, especially when some variables are fixed and only the remaining ones must be inferred. This study proposes a cooperative neural network framework for the partial inverse design of high-performance concrete. The framework integrates an imputation model with a surrogate strength predictor and learns through cooperative training. Once trained, it generates valid and performance-consistent mix designs in a single forward pass without retraining for different constraint scenarios. Compared with baseline models, including autoencoder models and Bayesian inference with Gaussian process surrogates, the proposed method achieves R-squared values of 0.87 to 0.92 and substantially reduces mean squared error by approximately 50% and 70%, respectively. The results show that the framework provides an accurate and computationally efficient foundation for constraint-aware, data-driven mix proportioning.
Assessing the Feasibility of Early Cancer Detection Using Routine Laboratory Data: An Evaluation of Machine Learning Approaches on an Imbalanced Dataset
The development of accessible screening tools for early cancer detection in dogs represents a significant challenge in veterinary medicine. Routine laboratory data offer a promising, low-cost source for such tools, but their utility is hampered by the non-specificity of individual biomarkers and the severe class imbalance inherent in screening populations. This study assesses the feasibility of cancer risk classification using the Golden Retriever Lifetime Study (GRLS) cohort under real-world constraints, including the grouping of diverse cancer types and the inclusion of post-diagnosis samples. A comprehensive benchmark evaluation was conducted, systematically comparing 126 analytical pipelines that comprised various machine learning models, feature selection methods, and data balancing techniques. Data were partitioned at the patient level to prevent leakage. The optimal model, a Logistic Regression classifier with class weighting and recursive feature elimination, demonstrated moderate ranking ability (AUROC = 0.815; 95% CI: 0.793-0.836) but poor clinical classification performance (F1-score = 0.25, Positive Predictive Value = 0.15). While a high Negative Predictive Value (0.98) was achieved, insufficient recall (0.79) precludes its use as a reliable rule-out test. Interpretability analysis with SHapley Additive exPlanations (SHAP) revealed that predictions were driven by non-specific features like age and markers of inflammation and anemia. It is concluded that while a statistically detectable cancer signal exists in routine lab data, it is too weak and confounded for clinically reliable discrimination from normal aging or other inflammatory conditions. This work establishes a critical performance ceiling for this data modality in isolation and underscores that meaningful progress in computational veterinary oncology will require integration of multi-modal data sources.
Distributional Random Forests for Complex Survey Designs on Reproducing Kernel Hilbert Spaces
Zou, Yating, Matabuena, Marcos, Kosorok, Michael R.
We study estimation of the conditional law $P(Y|X=\mathbf{x})$ and continuous functionals $ฮจ(P(Y|X=\mathbf{x}))$ when $Y$ takes values in a locally compact Polish space, $X \in \mathbb{R}^p$, and the observations arise from a complex survey design. We propose a survey-calibrated distributional random forest (SDRF) that incorporates complex-design features via a pseudo-population bootstrap, PSU-level honesty, and a Maximum Mean Discrepancy (MMD) split criterion computed from kernel mean embeddings of Hรกjek-type (design-weighted) node distributions. We provide a framework for analyzing forest-style estimators under survey designs; establish design consistency for the finite-population target and model consistency for the super-population target under explicit conditions on the design, kernel, resampling multipliers, and tree partitions. As far as we are aware, these are the first results on model-free estimation of conditional distributions under survey designs. Simulations under a stratified two-stage cluster design provide finite sample performance and demonstrate the statistical error price of ignoring the survey design. The broad applicability of SDRF is demonstrated using NHANES: We estimate the tolerance regions of the conditional joint distribution of two diabetes biomarkers, illustrating how distributional heterogeneity can support subgroup-specific risk profiling for diabetes mellitus in the U.S. population.
DAO-GP Drift Aware Online Non-Linear Regression Gaussian-Process
Abu-Shaira, Mohammad, Rattani, Ajita, Shi, Weishi
Real-world datasets often exhibit temporal dynamics characterized by evolving data distributions. Disregarding this phenomenon, commonly referred to as concept drift, can significantly diminish a model's predictive accuracy. Furthermore, the presence of hyperparameters in online models exacerbates this issue. These parameters are typically fixed and cannot be dynamically adjusted by the user in response to the evolving data distribution. Gaussian Process (GP) models offer powerful non-parametric regression capabilities with uncertainty quantification, making them ideal for modeling complex data relationships in an online setting. However, conventional online GP methods face several critical limitations, including a lack of drift-awareness, reliance on fixed hyperparameters, vulnerability to data snooping, absence of a principled decay mechanism, and memory inefficiencies. In response, we propose DAO-GP (Drift-Aware Online Gaussian Process), a novel, fully adaptive, hyperparameter-free, decayed, and sparse non-linear regression model. DAO-GP features a built-in drift detection and adaptation mechanism that dynamically adjusts model behavior based on the severity of drift. Extensive empirical evaluations confirm DAO-GP's robustness across stationary conditions, diverse drift types (abrupt, incremental, gradual), and varied data characteristics. Analyses demonstrate its dynamic adaptation, efficient in-memory and decay-based management, and evolving inducing points. Compared with state-of-the-art parametric and non-parametric models, DAO-GP consistently achieves superior or competitive performance, establishing it as a drift-resilient solution for online non-linear regression.
Towards symbolic regression for interpretable clinical decision scores
Aldeia, Guilherme Seidyo Imai, Romano, Joseph D., de Franca, Fabricio Olivetti, Herman, Daniel S., La Cava, William G.
Medical decision-making makes frequent use of algorithms that combine risk equations with rules, providing clear and standardized treatment pathways. Symbolic regression (SR) traditionally limits its search space to continuous function forms and their parameters, making it difficult to model this decision-making. However, due to its ability to derive data-driven, interpretable models, SR holds promise for developing data-driven clinical risk scores. To that end we introduce Brush, an SR algorithm that combines decision-tree-like splitting algorithms with non-linear constant optimization, allowing for seamless integration of rule-based logic into symbolic regression and classification models. Brush achieves Pareto-optimal performance on SRBench, and was applied to recapitulate two widely used clinical scoring systems, achieving high accuracy and interpretable models. Compared to decision trees, random forests, and other SR methods, Brush achieves comparable or superior predictive performance while producing simpler models.