Statistical Learning
Multivariate Forecasting of Bitcoin Volatility with Gradient Boosting: Deterministic, Probabilistic, and Feature Importance Perspectives
Dudek, Grzegorz, Kasprzyk, Mateusz, Pełka, Paweł
This study investigates the application of the Light Gradient Boosting Machine (LGBM) model for both deterministic and probabilistic forecasting of Bitcoin realized volatility. Utilizing a comprehensive set of 69 predictors -- encompassing market, behavioral, and macroeconomic indicators -- we evaluate the performance of LGBM-based models and compare them with both econometric and machine learning baselines. For probabilistic forecasting, we explore two quantile-based approaches: direct quantile regression using the pinball loss function, and a residual simulation method that transforms point forecasts into predictive distributions. To identify the main drivers of volatility, we employ gain-based and permutation feature importance techniques, consistently highlighting the significance of trading volume, lagged volatility measures, investor attention, and market capitalization. The results demonstrate that LGBM models effectively capture the nonlinear and high-variance characteristics of cryptocurrency markets while providing interpretable insights into the underlying volatility dynamics.
Softmax Transformers are Turing-Complete
Jiang, Hongjian, Hahn, Michael, Zetzsche, Georg, Lin, Anthony Widjaja
Hard attention Chain-of-Thought (CoT) transformers are known to be Turing-complete. However, it is an open problem whether softmax attention Chain-of-Thought (CoT) transformers are Turing-complete. In this paper, we prove a stronger result that length-generalizable softmax CoT transformers are Turing-complete. More precisely, our Turing-completeness proof goes via the CoT extension of the Counting RASP (C-RASP), which correspond to softmax CoT transformers that admit length generalization. We prove Turing-completeness for CoT C-RASP with causal masking over a unary alphabet (more generally, for letter-bounded languages). While we show this is not Turing-complete for arbitrary languages, we prove that its extension with relative positional encoding is Turing-complete for arbitrary languages. We empirically validate our theory by training transformers for languages requiring complex (non-linear) arithmetic reasoning.
Cross-Contrastive Clustering for Multimodal Attributed Graphs with Dual Graph Filtering
Zheng, Haoran, Yang, Renchi, Wang, Hongtao, Xu, Jianliang
Multimodal Attributed Graphs (MMAGs) are an expressive data model for representing the complex interconnections among entities that associate attributes from multiple data modalities (text, images, etc.). Clustering over such data finds numerous practical applications in real scenarios, including social community detection, medical data analytics, etc. However, as revealed by our empirical studies, existing multi-view clustering solutions largely rely on the high correlation between attributes across various views and overlook the unique characteristics (e.g., low modality-wise correlation and intense feature-wise noise) of multimodal attributes output by large pre-trained language and vision models in MMAGs, leading to suboptimal clustering performance. Inspired by foregoing empirical observations and our theoretical analyses with graph signal processing, we propose the Dual Graph Filtering (DGF) scheme, which innovatively incorporates a feature-wise denoising component into node representation learning, thereby effectively overcoming the limitations of traditional graph filters adopted in the extant multi-view graph clustering approaches. On top of that, DGF includes a tri-cross contrastive training strategy that employs instance-level contrastive learning across modalities, neighborhoods, and communities for learning robust and discriminative node representations. Our comprehensive experiments on eight benchmark MMAG datasets exhibit that DGF is able to outperform a wide range of state-of-the-art baselines consistently and significantly in terms of clustering quality measured against ground-truth labels.
Rethinking Semi-Supervised Node Classification with Self-Supervised Graph Clustering
Wang, Songbo, Yang, Renchi, Lai, Yurui, Lin, Xiaoyang, Chan, Tsz Nam
The emergence of graph neural networks (GNNs) has offered a powerful tool for semi-supervised node classification tasks. Subsequent studies have achieved further improvements through refining the message passing schemes in GNN models or exploiting various data augmentation techniques to mitigate limited supervision. In real graphs, nodes often tend to form tightly-knit communities/clusters, which embody abundant signals for compensating label scarcity in semi-supervised node classification but are not explored in prior methods. Inspired by this, this paper presents NCGC that integrates self-supervised graph clustering and semi-supervised classification into a unified framework. Firstly, we theoretically unify the optimization objectives of GNNs and spectral graph clustering, and based on that, develop soft orthogonal GNNs (SOGNs) that leverage a refined message passing paradigm to generate node representations for both classification and clustering. On top of that, NCGC includes a self-supervised graph clustering module that enables the training of SOGNs for learning representations of unlabeled nodes in a self-supervised manner. Particularly, this component comprises two non-trivial clustering objectives and a Sinkhorn-Knopp normalization that transforms predicted cluster assignments into balanced soft pseudo-labels. Through combining the foregoing clustering module with the classification model using a multi-task objective containing the supervised classification loss on labeled data and self-supervised clustering loss on unlabeled data, NCGC promotes synergy between them and achieves enhanced model capacity. Our extensive experiments showcase that the proposed NCGC framework consistently and considerably outperforms popular GNN models and recent baselines for semi-supervised node classification on seven real graphs, when working with various classic GNN backbones.
Hierarchical Spatio-Temporal Attention Network with Adaptive Risk-Aware Decision for Forward Collision Warning in Complex Scenarios
Hu, Haoran, Shi, Junren, Jiang, Shuo, Cheng, Kun, Yang, Xia, Piao, Changhao
Forward Collision Warning systems are crucial for vehicle safety and autonomous driving, yet current methods often fail to balance precise multi-agent interaction modeling with real-time decision adaptability, evidenced by the high computational cost for edge deployment and the unreliability stemming from simplified interaction models.To overcome these dual challenges-computational complexity and modeling insufficiency-along with the high false alarm rates of traditional static-threshold warnings, this paper introduces an integrated FCW framework that pairs a Hierarchical Spatio-Temporal Attention Network with a Dynamic Risk Threshold Adjustment algorithm. HSTAN employs a decoupled architecture (Graph Attention Network for spatial, cascaded GRU with self-attention for temporal) to achieve superior performance and efficiency, requiring only 12.3 ms inference time (73% faster than Transformer methods) and reducing the Average Displacement Error (ADE) to 0.73m (42.2% better than Social_LSTM) on the NGSIM dataset. Furthermore, Conformalized Quantile Regression enhances reliability by generating prediction intervals (91.3% coverage at 90% confidence), which the DTRA module then converts into timely warnings via a physics-informed risk potential function and an adaptive threshold mechanism inspired by statistical process control.Tested across multi-scenario datasets, the complete system demonstrates high efficacy, achieving an F1 score of 0.912, a low false alarm rate of 8.2%, and an ample warning lead time of 2.8 seconds, validating the framework's superior performance and practical deployment feasibility in complex environments.
Frailty-Aware Transformer for Recurrent Survival Modeling of Driver Retention in Ride-Hailing Platforms
Xu, Shuoyan, Zhang, Yu, Miller, Eric J.
Abstract--Ride-hailing platforms are characterized by high-frequency, behavior-driven environments, such as shared mobility platforms. Although survival analysis has been widely applied to recurrent events in other domains, its use for modeling ride-hailing driver behavior remains largely unexplored. T o the best of our knowledge, this study is the first to formulate driver idle behavior as a recurrent survival process using large-scale platform data. This study proposes a survival analysis framework that uses a Transformer-based temporal encoder with causal masking to capture long-term temporal dependencies and embeds driver-specific embeddings to represent latent individual characteristics, significantly enhancing the personalized prediction of driver retention risk, modeling how historical idle sequences influence the current risk of leaving the platform via trip acceptance or log-off. The model is validated on datasets from the City of T oronto over the period January 2 to March 13, 2020. The results show that the proposed Frailty-A ware Cox Transformer (F ACT) delivers the highest time-dependent C-indices and the lowest Brier Scores across early, median, and late follow-up, demonstrating its robustness in capturing evolving risk over a driver's lifecycle. This study enables operators to optimize retention strategies and helps policy makers assess shared mobility's role in equitable and integrated transportation systems. The purpose of this study is to model the driver retention behavior through a transformer-based survival model. Shared mobility services, such as ride-hailing, car-sharing, and bike-sharing, are becoming an increasingly prominent component of contemporary transportation systems. These services are central to the broader concept of Mobility as a Service (MaaS) [1], which aims to integrate various forms of transport into a unified and user-centric platform.
Learning Degenerate Manifolds of Frustrated Magnets with Boltzmann Machines
Glass, Jackson C., Chern, Gia-Wei
We show that Restricted Boltzmann Machines (RBMs) provide a flexible generative framework for modeling spin configurations in disordered yet strongly correlated phases of frustrated magnets. As a benchmark, we first demonstrate that an RBM can learn the zero-temperature ground-state manifold of the one-dimensional ANNNI model at its multiphase point, accurately reproducing its characteristic oscillatory and exponentially decaying correlations. We then apply RBMs to kagome spin ice and show that they successfully learn the local ice rules and short-range correlations of the extensively degenerate ice-I manifold. Correlation functions computed from RBM-generated configurations closely match those from direct Monte Carlo simulations. For the partially ordered ice-II phase -- featuring long-range charge order and broken time-reversal symmetry -- accurate modeling requires RBMs with uniform-sign bias fields, mirroring the underlying symmetry breaking. These results highlight the utility of RBMs as generative models for learning constrained and highly frustrated magnetic states.
Rectified SpaAttn: Revisiting Attention Sparsity for Efficient Video Generation
Liu, Xuewen, Li, Zhikai, Zhang, Jing, Chen, Mengjuan, Gu, Qingyi
Diffusion Transformers dominate video generation, but the quadratic complexity of attention computation introduces substantial latency. Attention sparsity reduces computational costs by focusing on critical tokens while ignoring non-critical tokens. However, existing methods suffer from severe performance degradation. In this paper, we revisit attention sparsity and reveal that existing methods induce systematic biases in attention allocation: (1) excessive focus on critical tokens amplifies their attention weights; (2) complete neglect of non-critical tokens causes the loss of relevant attention weights. To address these issues, we propose Rectified SpaAttn, which rectifies attention allocation with implicit full attention reference, thereby enhancing the alignment between sparse and full attention maps. Specifically: (1) for critical tokens, we show that their bias is proportional to the sparse attention weights, with the ratio governed by the amplified weights. Accordingly, we propose Isolated-Pooling Attention Reallocation, which calculates accurate rectification factors by reallocating multimodal pooled weights. (2) for non-critical tokens, recovering attention weights from the pooled query-key yields attention gains but also introduces pooling errors. Therefore, we propose Gain-Aware Pooling Rectification, which ensures that the rectified gain consistently surpasses the induced error. Moreover, we customize and integrate the Rectified SpaAttn kernel using Triton, achieving up to 3.33 and 2.08 times speedups on HunyuanVideo and Wan 2.1, respectively, while maintaining high generation quality. We release Rectified SpaAttn as open-source at https://github.com/BienLuky/Rectified-SpaAttn .
Integrating RCTs, RWD, AI/ML and Statistics: Next-Generation Evidence Synthesis
Yang, Shu, Gamalo, Margaret, Fu, Haoda
Randomized controlled trials (RCTs) have been the cornerstone of clinical evidence; however, their cost, duration, and restrictive eligibility criteria limit power and external validity. Studies using real-world data (RWD), historically considered less reliable for establishing causality, are now recognized to be important for generating real-world evidence (RWE). In parallel, artificial intelligence and machine learning (AI/ML) are being increasingly used throughout the drug development process, providing scalability and flexibility but also presenting challenges in interpretability and rigor that traditional statistics do not face. This Perspective argues that the future of evidence generation will not depend on RCTs versus RWD, or statistics versus AI/ML, but on their principled integration. To this end, a causal roadmap is needed to clarify inferential goals, make assumptions explicit, and ensure transparency about tradeoffs. We highlight key objectives of integrative evidence synthesis, including transporting RCT results to broader populations, embedding AI-assisted analyses within RCTs, designing hybrid controlled trials, and extending short-term RCTs with long-term RWD. We also outline future directions in privacy-preserving analytics, uncertainty quantification, and small-sample methods. By uniting statistical rigor with AI/ML innovation, integrative approaches can produce robust, transparent, and policy-relevant evidence, making them a key component of modern regulatory science.
An Adaptive, Data-Integrated Agent-Based Modeling Framework for Explainable and Contestable Policy Design
Multi-agent systems often operate under feedback, adaptation, and non-stationarity, yet many simulation studies retain static decision rules and fixed control parameters. This paper introduces a general adaptive multi-agent learning framework that integrates: (i) four dynamic regimes distinguishing static versus adaptive agents and fixed versus adaptive system parameters; (ii) information-theoretic diagnostics (entropy rate, statistical complexity, and predictive information) to assess predictability and structure; (iii) structural causal models for explicit intervention semantics; (iv) procedures for generating agent-level priors from aggregate or sample data; and (v) unsupervised methods for identifying emergent behavioral regimes. The framework offers a domain-neutral architecture for analyzing how learning agents and adaptive controls jointly shape system trajectories, enabling systematic comparison of stability, performance, and interpretability across non-equilibrium, oscillatory, or drifting dynamics. Mathematical definitions, computational operators, and an experimental design template are provided, yielding a structured methodology for developing explainable and contestable multi-agent decision processes.