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 Statistical Learning



A PT suitable reference family

Neural Information Processing Systems

The following are equivalent: 1. X X as m, and X is a constant a.s., then X A, where A is a constant. The result follows by taking ϵ 0. 4. We adapt the proof of Fatou's lemma that holds for random variables that converge in E[f ( g (X))].




ACE: Adapting sampling for Counterfactual Explanations

arXiv.org Machine Learning

Counterfactual Explanations (CFEs) interpret machine learning models by identifying the smallest change to input features needed to change the model's prediction to a desired output. For classification tasks, CFEs determine how close a given sample is to the decision boundary of a trained classifier. Existing methods are often sample-inefficient, requiring numerous evaluations of a black-box model -- an approach that is both costly and impractical when access to the model is limited. We propose Adaptive sampling for Counterfactual Explanations (ACE), a sample-efficient algorithm combining Bayesian estimation and stochastic optimization to approximate the decision boundary with fewer queries. By prioritizing informative points, ACE minimizes evaluations while generating accurate and feasible CFEs. Extensive empirical results show that ACE achieves superior evaluation efficiency compared to state-of-the-art methods, while maintaining effectiveness in identifying minimal and actionable changes.


The Dragon Hatchling: The Missing Link between the Transformer and Models of the Brain

arXiv.org Machine Learning

The relationship between computing systems and the brain has served as motivation for pioneering theoreticians since John von Neumann and Alan Turing. Uniform, scale-free biological networks, such as the brain, have powerful properties, including generalizing over time, which is the main barrier for Machine Learning on the path to Universal Reasoning Models. We introduce `Dragon Hatchling' (BDH), a new Large Language Model architecture based on a scale-free biologically inspired network of \$n\$ locally-interacting neuron particles. BDH couples strong theoretical foundations and inherent interpretability without sacrificing Transformer-like performance. BDH is a practical, performant state-of-the-art attention-based state space sequence learning architecture. In addition to being a graph model, BDH admits a GPU-friendly formulation. It exhibits Transformer-like scaling laws: empirically BDH rivals GPT2 performance on language and translation tasks, at the same number of parameters (10M to 1B), for the same training data. BDH can be represented as a brain model. The working memory of BDH during inference entirely relies on synaptic plasticity with Hebbian learning using spiking neurons. We confirm empirically that specific, individual synapses strengthen connection whenever BDH hears or reasons about a specific concept while processing language inputs. The neuron interaction network of BDH is a graph of high modularity with heavy-tailed degree distribution. The BDH model is biologically plausible, explaining one possible mechanism which human neurons could use to achieve speech. BDH is designed for interpretability. Activation vectors of BDH are sparse and positive. We demonstrate monosemanticity in BDH on language tasks. Interpretability of state, which goes beyond interpretability of neurons and model parameters, is an inherent feature of the BDH architecture.


Staged Event Trees for Transparent Treatment Effect Estimation

arXiv.org Machine Learning

Average and conditional treatment effects are fundamental causal quantities used to evaluate the effectiveness of treatments in various critical applications, including clinical settings and policy-making. Beyond the gold-standard estimators from randomized trials, numerous methods have been proposed to estimate treatment effects using observational data. In this paper, we provide a novel characterization of widely used causal inference techniques within the framework of staged event trees, demonstrating their capacity to enhance treatment effect estimation. These models offer a distinct advantage due to their interpretability, making them particularly valuable for practical applications. We implement classical estimators within the framework of staged event trees and illustrate their capabilities through both simulation studies and real-world applications. Furthermore, we showcase how staged event trees explicitly and visually describe when standard causal assumptions, such as positivity, hold, further enhancing their practical utility.


EnScale: Temporally-consistent multivariate generative downscaling via proper scoring rules

arXiv.org Machine Learning

The practical use of future climate projections from global circulation models (GCMs) is often limited by their coarse spatial resolution, requiring downscaling to generate high-resolution data. Regional climate models (RCMs) provide this refinement, but are computationally expensive. To address this issue, machine learning models can learn the downscaling function, mapping coarse GCM outputs to high-resolution fields. Among these, generative approaches aim to capture the full conditional distribution of RCM data given coarse-scale GCM data, which is characterized by large variability and thus challenging to model accurately. We introduce EnScale, a generative machine learning framework that emulates the full GCM-to-RCM map by training on multiple pairs of GCM and corresponding RCM data. It first adjusts large-scale mismatches between GCM and coarsened RCM data, followed by a super-resolution step to generate high-resolution fields. Both steps employ generative models optimized with the energy score, a proper scoring rule. Compared to state-of-the-art ML downscaling approaches, our setup reduces computational cost by about one order of magnitude. EnScale jointly emulates multiple variables -- temperature, precipitation, solar radiation, and wind -- spatially consistent over an area in Central Europe. In addition, we propose a variant EnScale-t that enables temporally consistent downscaling. We establish a comprehensive evaluation framework across various categories including calibration, spatial structure, extremes, and multivariate dependencies. Comparison with diverse benchmarks demonstrates EnScale's strong performance and computational efficiency. EnScale offers a promising approach for accurate and temporally consistent RCM emulation.


Spectral gap of Metropolis-within-Gibbs under log-concavity

arXiv.org Machine Learning

The Metropolis-within-Gibbs (MwG) algorithm is a widely used Markov Chain Monte Carlo method for sampling from high-dimensional distributions when exact conditional sampling is intractable. We study MwG with Random Walk Metropolis (RWM) updates, using proposal variances tuned to match the target's conditional variances. Assuming the target $π$ is a $d$-dimensional log-concave distribution with condition number $κ$, we establish a spectral gap lower bound of order $\mathcal{O}(1/κd)$ for the random-scan version of MwG, improving on the previously available $\mathcal{O}(1/κ^2 d)$ bound. This is obtained by developing sharp estimates of the conductance of one-dimensional RWM kernels, which can be of independent interest. The result shows that MwG can mix substantially faster with variance-adaptive proposals and that its mixing performance is just a constant factor worse than that of the exact Gibbs sampler, thus providing theoretical support to previously observed empirical behavior.


Nonparametric inference under shape constraints: past, present and future

arXiv.org Machine Learning

We survey the field of nonparametric inference under shape constraints, providing a historical overview and a perspective on its current state. An outlook and some open problems offer thoughts on future directions. 1 Introduction. Traditionally, we think of statistical methods as being divided into parametric approaches, which can be restrictive, but where estimation is typically straightforward (e.g. using maximum likelihood), and nonparametric methods, which are more flexible but often require careful choices of tuning parameters. Nonparametric inference under shape constraints sits somewhere in the middle, seeking in some ways the best of both worlds. The origins of the field are often traced to Grenander (1956), who proved that there exists a unique maximum likelihood estimator (MLE) of a decreasing density on the non-negative half-line (and was able to characterise it explicitly).