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 Statistical Learning


Gradient Flow Sampler-based Distributionally Robust Optimization

arXiv.org Machine Learning

We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show that our theoretical framework can be implemented as practical algorithms for sampling from worst-case distributions and, consequently, DRO. While numerous previous works have proposed various reformulation techniques and iterative algorithms, we contribute a sound gradient flow view of the distributional optimization that can be used to construct new algorithms. As an example of applications, we solve a class of Wasserstein and Sinkhorn DRO problems using the recently-discovered Wasserstein Fisher-Rao and Stein variational gradient flows. Notably, we also show some simple reductions of our framework recover exactly previously proposed popular DRO methods, and provide new insights into their theoretical limit and optimization dynamics. Numerical studies based on stochastic gradient descent provide empirical backing for our theoretical findings.


Optimal Attention Temperature Enhances In-Context Learning under Distribution Shift

arXiv.org Machine Learning

Pretrained Transformers excel at in-context learning (ICL), inferring new tasks from only a handful of examples. Yet, their ICL performance can degrade sharply under distribution shift between pretraining and test data, a regime increasingly common in real-world deployments. While recent empirical work hints that adjusting the attention temperature in the softmax can enhance Transformer performance, the attention temperature's role in ICL under distribution shift remains unexplored. This paper provides the first theoretical and empirical study of attention temperature for ICL under distribution shift. Using a simplified but expressive "linearized softmax" framework, we derive closed-form generalization error expressions and prove that shifts in input covariance or label noise substantially impair ICL, but that an optimal attention temperature exists which minimizes this error. We then validate our predictions through extensive simulations on linear regression tasks and large-scale experiments with GPT-2 and LLaMA2-7B on question-answering benchmarks. Our results establish attention temperature as a principled and powerful mechanism for improving the robustness of ICL in pretrained Transformers, advancing theoretical understanding and providing actionable guidance for selecting attention temperature in practice.


Localized Kernel Projection Outlyingness: A Two-Stage Approach for Multi-Modal Outlier Detection

arXiv.org Machine Learning

This paper presents Two-Stage LKPLO, a novel multi-stage outlier detection framework that overcomes the coexisting limitations of conventional projection-based methods: their reliance on a fixed statistical metric and their assumption of a single data structure. Our framework uniquely synthesizes three key concepts: (1) a generalized loss-based outlyingness measure (PLO) that replaces the fixed metric with flexible, adaptive loss functions like our proposed SVM-like loss; (2) a global kernel PCA stage to linearize non-linear data structures; and (3) a subsequent local clustering stage to handle multi-modal distributions. Comprehensive 5-fold cross-validation experiments on 10 benchmark datasets, with automated hyperparameter optimization, demonstrate that Two-Stage LKPLO achieves state-of-the-art performance. It significantly outperforms strong baselines on datasets with challenging structures where existing methods fail, most notably on multi-cluster data (Optdigits) and complex, high-dimensional data (Arrhythmia). Furthermore, an ablation study empirically confirms that the synergistic combination of both the kernelization and localization stages is indispensable for its superior performance. This work contributes a powerful new tool for a significant class of outlier detection problems and underscores the importance of hybrid, multi-stage architectures.


Quadratic Direct Forecast for Training Multi-Step Time-Series Forecast Models

arXiv.org Machine Learning

The design of training objective is central to training time-series forecasting models. Existing training objectives such as mean squared error mostly treat each future step as an independent, equally weighted task, which we found leading to the following two issues: (1) overlook the label autocorrelation effect among future steps, leading to biased training objective; (2) fail to set heterogeneous task weights for different forecasting tasks corresponding to varying future steps, limiting the forecasting performance. To fill this gap, we propose a novel quadratic-form weighted training objective, addressing both of the issues simultaneously. Specifically, the off-diagonal elements of the weighting matrix account for the label autocorrelation effect, whereas the non-uniform diagonals are expected to match the most preferable weights of the forecasting tasks with varying future steps. To achieve this, we propose a Quadratic Direct Forecast (QDF) learning algorithm, which trains the forecast model using the adaptively updated quadratic-form weighting matrix. Experiments show that our QDF effectively improves performance of various forecast models, achieving state-of-the-art results. Code is available at https://anonymous.4open.science/r/QDF-8937.


Bridging Lifelong and Multi-Task Representation Learning via Algorithm and Complexity Measure

arXiv.org Machine Learning

In lifelong learning, a learner faces a sequence of tasks with shared structure and aims to identify and leverage it to accelerate learning. We study the setting where such structure is captured by a common representation of data. Unlike multi-task learning or learning-to-learn, where tasks are available upfront to learn the representation, lifelong learning requires the learner to make use of its existing knowledge while continually gathering partial information in an online fashion. In this paper, we consider a generalized framework of lifelong representation learning. We propose a simple algorithm that uses multi-task empirical risk minimization as a subroutine and establish a sample complexity bound based on a new notion we introduce--the task-eluder dimension. Our result applies to a wide range of learning problems involving general function classes. As concrete examples, we instantiate our result on classification and regression tasks under noise.


Trust-Region Methods with Low-Fidelity Objective Models

arXiv.org Machine Learning

We introduce two multifidelity trust-region methods based on the Magical Trust Region (MTR) framework. MTR augments the classical trust-region step with a secondary, informative direction. In our approaches, the secondary ``magical'' directions are determined by solving coarse trust-region subproblems based on low-fidelity objective models. The first proposed method, Sketched Trust-Region (STR), constructs this secondary direction using a sketched matrix to reduce the dimensionality of the trust-region subproblem. The second method, SVD Trust-Region (SVDTR), defines the magical direction via a truncated singular value decomposition of the dataset, capturing the leading directions of variability. Several numerical examples illustrate the potential gain in efficiency.


DMVFC: Deep Learning Based Functionally Consistent Tractography Fiber Clustering Using Multimodal Diffusion MRI and Functional MRI

arXiv.org Artificial Intelligence

Tractography fiber clustering using diffusion MRI (dMRI) is a crucial method for white matter (WM) parcellation to enable analysis of brains structural connectivity in health and disease. Current fiber clustering strategies primarily use the fiber geometric characteristics (i.e., the spatial trajectories) to group similar fibers into clusters, while neglecting the functional and microstructural information of the fiber tracts. There is increasing evidence that neural activity in the WM can be measured using functional MRI (fMRI), providing potentially valuable multimodal information for fiber clustering to enhance its functional coherence. Furthermore, microstructural features such as fractional anisotropy (FA) can be computed from dMRI as additional information to ensure the anatomical coherence of the clusters. In this paper, we develop a novel deep learning fiber clustering framework, namely Deep Multi-view Fiber Clustering (DMVFC), which uses joint multi-modal dMRI and fMRI data to enable functionally consistent WM parcellation. DMVFC can effectively integrate the geometric and microstructural characteristics of the WM fibers with the fMRI BOLD signals along the fiber tracts. DMVFC includes two major components: (1) a multi-view pretraining module to compute embedding features from each source of information separately, including fiber geometry, microstructure measures, and functional signals, and (2) a collaborative fine-tuning module to simultaneously refine the differences of embeddings. In the experiments, we compare DMVFC with two state-of-the-art fiber clustering methods and demonstrate superior performance in achieving functionally meaningful and consistent WM parcellation results.


Bayesian Coreset Optimization for Personalized Federated Learning

arXiv.org Artificial Intelligence

In a distributed machine learning setting like Federated Learning where there are multiple clients involved which update their individual weights to a single central server, often training on the entire individual client's dataset for each client becomes cumbersome. To address this issue we propose $\methodprop$: a personalized coreset weighted federated learning setup where the training updates for each individual clients are forwarded to the central server based on only individual client coreset based representative data points instead of the entire client data. Through theoretical analysis we present how the average generalization error is minimax optimal up to logarithm bounds (upper bounded by $\mathcal{O}(n_k^{-\frac{2 ฮฒ}{2 ฮฒ+\boldsymbolฮ›}} \log ^{2 ฮด^{\prime}}(n_k))$) and lower bounds of $\mathcal{O}(n_k^{-\frac{2 ฮฒ}{2 ฮฒ+\boldsymbolฮ›}})$, and how the overall generalization error on the data likelihood differs from a vanilla Federated Learning setup as a closed form function ${\boldsymbol{\Im}}(\boldsymbol{w}, n_k)$ of the coreset weights $\boldsymbol{w}$ and coreset sample size $n_k$. Our experiments on different benchmark datasets based on a variety of recent personalized federated learning architectures show significant gains as compared to random sampling on the training data followed by federated learning, thereby indicating how intelligently selecting such training samples can help in performance. Additionally, through experiments on medical datasets our proposed method showcases some gains as compared to other submodular optimization based approaches used for subset selection on client's data.


HIT-ROCKET: Hadamard-vector Inner-product Transformer for ROCKET

arXiv.org Artificial Intelligence

Time series classification holds broad application value in communications, information countermeasures, finance, and medicine. However, state-of-the-art (SOTA) methods-including HIVE-COTE, Proximity Forest, and TS-CHIEF-exhibit high computational complexity, coupled with lengthy parameter tuning and training cycles. In contrast, lightweight solutions like ROCKET (Random Convolutional Kernel Transform) offer greater efficiency but leave substantial room for improvement in kernel selection and computational overhead. To address these challenges, we propose a feature extraction approach based on Hadamard convolutional transform, utilizing column or row vectors of Hadamard matrices as convolution kernels with extended lengths of varying sizes. This enhancement maintains full compatibility with existing methods (e.g., ROCKET) while leveraging kernel orthogonality to boost computational efficiency, robustness, and adaptability. Comprehensive experiments on multi-domain datasets-focusing on the UCR time series dataset-demonstrate SOTA performance: F1-score improved by at least 5% vs. ROCKET, with 50% shorter training time than miniROCKET (fastest ROCKET variant) under identical hyperparameters, enabling deployment on ultra-low-power embedded devices. All code is available on GitHub.


SpEx: A Spectral Approach to Explainable Clustering

arXiv.org Artificial Intelligence

Explainable clustering by axis-aligned decision trees was introduced by Moshkovitz et al. (2020) and has gained considerable interest. Prior work has focused on minimizing the price of explainability for specific clustering objectives, lacking a general method to fit an explanation tree to any given clustering, without restrictions. In this work, we propose a new and generic approach to explainable clustering, based on spectral graph partitioning. With it, we design an explainable clustering algorithm that can fit an explanation tree to any given non-explainable clustering, or directly to the dataset itself. Moreover, we show that prior algorithms can also be interpreted as graph partitioning, through a generalized framework due to Trevisan (2013) wherein cuts are optimized in two graphs simultaneously. Our experiments show the favorable performance of our method compared to baselines on a range of datasets.