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 Statistical Learning


NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction

arXiv.org Artificial Intelligence

Graph representation learning methods have been widely adopted in financial applications to enhance company representations by leveraging inter-firm relationships. However, current approaches face three key challenges: (1) The advantages of relational information are obscured by limitations in downstream task designs; (2) Existing graph models specifically designed for stock prediction often suffer from excessive complexity and poor generalization; (3) Experience-based construction of corporate relationship graphs lacks effective comparison of different graph structures. To address these limitations, we propose a long-term stock prediction task and develop a Node-level Graph Attention Network (NGAT) specifically tailored for corporate relationship graphs. Furthermore, we experimentally demonstrate the limitations of existing graph comparison methods based on model downstream task performance. Experimental results across two datasets consistently demonstrate the effectiveness of our proposed task and model. The project is publicly available on GitHub to encourage reproducibility and future research.


Energy-Based Transformers are Scalable Learners and Thinkers

arXiv.org Artificial Intelligence

Inference-time computation techniques, analogous to human System 2 Thinking, have recently become popular for improving model performances. However, most existing approaches suffer from several limitations: they are modality-specific (e.g., working only in text), problem-specific (e.g., verifiable domains like math and coding), or require additional supervision/training on top of unsupervised pretraining (e.g., verifiers or verifiable rewards). In this paper, we ask the question "Is it possible to generalize these System 2 Thinking approaches, and develop models that learn to think solely from unsupervised learning?" Interestingly, we find the answer is yes, by learning to explicitly verify the compatibility between inputs and candidate-predictions, and then re-framing prediction problems as optimization with respect to this verifier. Specifically, we train Energy-Based Transformers (EBTs) -- a new class of Energy-Based Models (EBMs) -- to assign an energy value to every input and candidate-prediction pair, enabling predictions through gradient descent-based energy minimization until convergence. Across both discrete (text) and continuous (visual) modalities, we find EBTs scale faster than the dominant Transformer++ approach during training, achieving an up to 35% higher scaling rate with respect to data, batch size, parameters, FLOPs, and depth. During inference, EBTs improve performance with System 2 Thinking by 29% more than the Transformer++ on language tasks, and EBTs outperform Diffusion Transformers on image denoising while using fewer forward passes. Further, we find that EBTs achieve better results than existing models on most downstream tasks given the same or worse pretraining performance, suggesting that EBTs generalize better than existing approaches. Consequently, EBTs are a promising new paradigm for scaling both the learning and thinking capabilities of models.


Statistical Inference for Responsiveness Verification

arXiv.org Artificial Intelligence

Many safety failures in machine learning arise when models are used to assign predictions to people (often in settings like lending, hiring, or content moderation) without accounting for how individuals can change their inputs. In this work, we introduce a formal validation procedure for the responsiveness of predictions with respect to interventions on their features. Our procedure frames responsiveness as a type of sensitivity analysis in which practitioners control a set of changes by specifying constraints over interventions and distributions over downstream effects. We describe how to estimate responsiveness for the predictions of any model and any dataset using only black-box access, and how to use these estimates to support tasks such as falsification and failure probability estimation. We develop algorithms that construct these estimates by generating a uniform sample of reachable points, and demonstrate how they can promote safety in real-world applications such as recidivism prediction, organ transplant prioritization, and content moderation.


ClustOpt: A Clustering-based Approach for Representing and Visualizing the Search Dynamics of Numerical Metaheuristic Optimization Algorithms

arXiv.org Artificial Intelligence

Visualization techniques are a critical means of shedding light on the behavior of metaheuristic numerical optimization algorithms. Conventional methods such as convergence analysis, trajectory visualizations, and fitness landscape analysis provide valuable insights into aspects like convergence speed, diversity, and solution quality. However, these approaches often fail to capture the structural dynamics of the search process, particularly in high-dimensional or complex spaces. Existing methods rarely address the location of the solution candidates in the search space, which can reveal crucial information about the exploratory and exploitative strategies of an algorithm. We propose ClustOpt, a novel representation and visualization methodology for metaheuristic numerical population-based optimization algorithms, that focuses on clustering solution candidates explored by optimization algorithms.


Membership Inference Attacks as Privacy Tools: Reliability, Disparity and Ensemble

arXiv.org Artificial Intelligence

Membership inference attacks (MIAs) pose a significant threat to the privacy of machine learning models and are widely used as tools for privacy assessment, auditing, and machine unlearning. While prior MIA research has primarily focused on performance metrics such as AUC, accuracy, and TPR@low FPR - either by developing new methods to enhance these metrics or using them to evaluate privacy solutions - we found that it overlooks the disparities among different attacks. These disparities, both between distinct attack methods and between multiple instantiations of the same method, have crucial implications for the reliability and completeness of MIAs as privacy evaluation tools. In this paper, we systematically investigate these disparities through a novel framework based on coverage and stability analysis. Extensive experiments reveal significant disparities in MIAs, their potential causes, and their broader implications for privacy evaluation. To address these challenges, we propose an ensemble framework with three distinct strategies to harness the strengths of state-of-the-art MIAs while accounting for their disparities. This framework not only enables the construction of more powerful attacks but also provides a more robust and comprehensive methodology for privacy evaluation.


In-Training Multicalibrated Survival Analysis for Healthcare via Constrained Optimization

arXiv.org Artificial Intelligence

Survival analysis is an important problem in healthcare because it models the relationship between an individual's covariates and the onset time of an event of interest (e.g., death). It is important for survival models to be well-calibrated (i.e., for their predicted probabilities to be close to ground-truth probabilities) because badly calibrated systems can result in erroneous clinical decisions. Existing survival models are typically calibrated at the population level only, and thus run the risk of being poorly calibrated for one or more minority subpopulations. We propose a model called GRADUATE that achieves multicalibration by ensuring that all subpopulations are well-calibrated too. GRADUATE frames multicalibration as a constrained optimization problem, and optimizes both calibration and discrimination in-training to achieve a good balance between them. We mathematically prove that the optimization method used yields a solution that is both near-optimal and feasible with high probability. Empirical comparisons against state-of-the-art baselines on real-world clinical datasets demonstrate GRADUATE's efficacy. In a detailed analysis, we elucidate the shortcomings of the baselines vis-a-vis GRADUATE's strengths.


A Comprehensive Survey on Network Traffic Synthesis: From Statistical Models to Deep Learning

arXiv.org Artificial Intelligence

The limitations of the Poisson process were more evident when modeling high-speed network traffic, particularly real-time data traffic modeling for next-generation networks. For example, Liji et al. [85] demonstrated that the Stationary Poison Increment Process can only model Short Range Dependence (SRD) but not LRD. To address this limitation, the authors proposed using second-order self-similarity models, such as fractional Gaussian noise and fractional ARIMA processes, as a more appropriate approach. In the meantime, researchers also explored modeling data center network traffic using poisson processes. To better simulate realistic traffic in data center environments, the generation of flow-level network traffic matrices based on the poisson shot-noise model is proposed in [172]. By incorporating factors such as flow arrival rates, intra-rack traffic ratios, flow sizes and durations, the poisson shot-noise process offers a more accurate representation of traffic patterns in data centers. B. Weibull distribution As discussed earlier, the limitations of Poisson processes for modeling network traffic led to exploring other distributions. One such promising model was the Weibull distribution, mainly due to its flexibility to model both heavy and non-heavy tailed distributions [11].


DKGCM: A Spatio-Temporal Prediction Model for Traffic Flow by Fusing Spatial Node Clustering Method and Fourier Bidirectional Mamba Mechanism

arXiv.org Artificial Intelligence

Accurate traffic demand forecasting enables transportation management departments to allocate resources more effectively, thereby improving their utilization efficiency. However, complex spatiotemporal relationships in traffic systems continue to limit the performance of demand forecasting models. To improve the accuracy of spatiotemporal traffic demand prediction, we propose a new graph convolutional network structure called DKGCM. Specifically, we first consider the spatial flow distribution of different traffic nodes and propose a novel temporal similarity-based clustering graph convolution method, DK-GCN. This method utilizes Dynamic Time Warping (DTW) and K-means clustering to group traffic nodes and more effectively capture spatial dependencies. On the temporal scale, we integrate the Fast Fourier Transform (FFT) within the bidirectional Mamba deep learning framework to capture temporal dependencies in traffic demand. To further optimize model training, we incorporate the GRPO reinforcement learning strategy to enhance the loss function feedback mechanism. Extensive experiments demonstrate that our model outperforms several advanced methods and achieves strong results on three public datasets.


Gradient-Based Model Fingerprinting for LLM Similarity Detection and Family Classification

arXiv.org Artificial Intelligence

--As Large Language Models (LLMs) become integral software components in modern applications, unauthorized model derivations through fine-tuning, merging, and redistribution have emerged as critical software engineering challenges. Unlike traditional software where clone detection and license compliance are well-established, the LLM ecosystem lacks effective mechanisms to detect model lineage and enforce licensing agreements. This gap is particularly problematic when open-source model creators, such as Meta's LLaMA, require derivative works to maintain naming conventions for attribution, yet no technical means exist to verify compliance. These fingerprints enable two complementary capabilities: direct pairwise similarity assessment between arbitrary models through distance computation, and systematic family classification of unknown models via the K-Means clustering algorithm with domain-informed centroid initialization using known base models. Experimental evaluation on 58 models comprising 8 base models and 50 derivatives across five model families (Llama, Qwen, Gemma, Phi, Mistral) demonstrates 94% classification accuracy under our centroid-initialized K-Means clustering. Our work establishes a new paradigm for model similarity detection, bridging traditional software engineering practices with modern LLM distribution and compliance challenges. The proliferation of Large Language Models (LLMs) has fundamentally transformed how we conceptualize and deploy AI-powered software systems. With over one million model repositories on platforms like Hugging Face [1], LLMs have evolved from research artifacts into critical software components powering applications from code generation to intelligent assistants. Zehao Wu and Y anjie Zhao contributed equally to this work. Haoyu Wang is the corresponding author (haoyuwang@hust.edu.cn). The full name of the authors' affiliation is Hubei Key Laboratory of Distributed System Security, Hubei Engineering Research Center on Big Data Security, School of Cyber Science and Engineering, Huazhong University of Science and Technology.


Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios

arXiv.org Artificial Intelligence

This paper presents a machine learning driven framework for sectoral stress testing in the Indian financial market, focusing on financial services, information technology, energy, consumer goods, and pharmaceuticals. Initially, we address the limitations observed in conventional stress testing through dimensionality reduction and latent factor modeling via Principal Component Analysis and Autoencoders. Building on this, we extend the methodology using V ariational Autoencoders, which introduces a probabilistic structure to the latent space. This enables Monte Carlo-based scenario generation, allowing for more nuanced, distribution-aware simulation of stressed market conditions. The proposed framework captures complex non-linear dependencies and supports risk estimation through V alue-at-Risk and Expected Shortfall. Together, these pipelines demonstrate the potential of Machine Learning approaches to improve the flexibility, robustness, and realism of financial stress testing. Stress testing is a fundamental component of financial risk management, designed to evaluate the resilience of financial systems or portfolios under adverse market conditions [1]. By simulating extreme but plausible scenarios, stress tests provide insight into potential vulnerabilities, that may not be evident during normal periods of market operation. Regulatory institutions such as the Basel Committee on Banking Supervision (BCBS) [2] and the Reserve Bank of India (RBI) [3] have emphasized the critical role of stress testing in ensuring financial stability, particularly in the aftermath of global financial crises of 2008.