Statistical Learning
Nonlinear Causal Discovery for Grouped Data
Göbler, Konstantin, Windisch, Tobias, Drton, Mathias
Inferring cause-effect relationships from observational data has gained significant attention in recent years, but most methods are limited to scalar random variables. In many important domains, including neuroscience, psychology, social science, and industrial manufacturing, the causal units of interest are groups of variables rather than individual scalar measurements. Motivated by these applications, we extend nonlinear additive noise models to handle random vectors, establishing a two-step approach for causal graph learning: First, infer the causal order among random vectors. Second, perform model selection to identify the best graph consistent with this order. We introduce effective and novel solutions for both steps in the vector case, demonstrating strong performance in simulations. Finally, we apply our method to real-world assembly line data with partial knowledge of causal ordering among variable groups.
Distributional encoding for Gaussian process regression with qualitative inputs
Gaussian Process (GP) regression is a popular and sample-efficient approach for many engineering applications, where observations are expensive to acquire, and is also a central ingredient of Bayesian optimization (BO), a highly prevailing method for the optimization of black-box functions. However, when all or some input variables are categorical, building a predictive and computationally efficient GP remains challenging. Starting from the naive target encoding idea, where the original categorical values are replaced with the mean of the target variable for that category, we propose a generalization based on distributional encoding (DE) which makes use of all samples of the target variable for a category. To handle this type of encoding inside the GP, we build upon recent results on characteristic kernels for probability distributions, based on the maximum mean discrepancy and the Wasserstein distance. We also discuss several extensions for classification, multi-task learning and incorporation or auxiliary information. Our approach is validated empirically, and we demonstrate state-of-the-art predictive performance on a variety of synthetic and real-world datasets. DE is naturally complementary to recent advances in BO over discrete and mixed-spaces.
Solving Inverse Problems via Diffusion-Based Priors: An Approximation-Free Ensemble Sampling Approach
Chen, Haoxuan, Ren, Yinuo, Min, Martin Renqiang, Ying, Lexing, Izzo, Zachary
Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior sampling methods proposed for solving common BIPs rely on heuristic approximations to the generative process. To exploit the generative capability of DMs and avoid the usage of such approximations, we propose an ensemble-based algorithm that performs posterior sampling without the use of heuristic approximations. Our algorithm is motivated by existing works that combine DM-based methods with the sequential Monte Carlo (SMC) method. By examining how the prior evolves through the diffusion process encoded by the pre-trained score function, we derive a modified partial differential equation (PDE) governing the evolution of the corresponding posterior distribution. This PDE includes a modified diffusion term and a reweighting term, which can be simulated via stochastic weighted particle methods. Theoretically, we prove that the error between the true posterior distribution can be bounded in terms of the training error of the pre-trained score function and the number of particles in the ensemble. Empirically, we validate our algorithm on several inverse problems in imaging to show that our method gives more accurate reconstructions compared to existing DM-based methods.
On the Wasserstein Geodesic Principal Component Analysis of probability measures
Vesseron, Nina, Cazelles, Elsa, Brigant, Alice Le, Klein, Thierry
This paper focuses on Geodesic Principal Component Analysis (GPCA) on a collection of probability distributions using the Otto-Wasserstein geometry. The goal is to identify geodesic curves in the space of probability measures that best capture the modes of variation of the underlying dataset. We first address the case of a collection of Gaussian distributions, and show how to lift the computations in the space of invertible linear maps. For the more general setting of absolutely continuous probability measures, we leverage a novel approach to parameterizing geodesics in Wasserstein space with neural networks. Finally, we compare to classical tangent PCA through various examples and provide illustrations on real-world datasets.
Progressive Tempering Sampler with Diffusion
Rissanen, Severi, OuYang, RuiKang, He, Jiajun, Chen, Wenlin, Heinonen, Markus, Solin, Arno, Hernández-Lobato, José Miguel
Recent research has focused on designing neural samplers that amortize the process of sampling from unnormalized densities. However, despite significant advancements, they still fall short of the state-of-the-art MCMC approach, Parallel Tempering (PT), when it comes to the efficiency of target evaluations. On the other hand, unlike a well-trained neural sampler, PT yields only dependent samples and needs to be rerun -- at considerable computational cost -- whenever new samples are required. To address these weaknesses, we propose the Progressive Tempering Sampler with Diffusion (PTSD), which trains diffusion models sequentially across temperatures, leveraging the advantages of PT to improve the training of neural samplers. We also introduce a novel method to combine high-temperature diffusion models to generate approximate lower-temperature samples, which are minimally refined using MCMC and used to train the next diffusion model. PTSD enables efficient reuse of sample information across temperature levels while generating well-mixed, uncorrelated samples. Our method significantly improves target evaluation efficiency, outperforming diffusion-based neural samplers.
Unsupervised Machine Learning for Scientific Discovery: Workflow and Best Practices
Chang, Andersen, Tang, Tiffany M., Zikry, Tarek M., Allen, Genevera I.
Unsupervised machine learning is widely used to mine large, unlabeled datasets to make data-driven discoveries in critical domains such as climate science, biomedicine, astronomy, chemistry, and more. However, despite its widespread utilization, there is a lack of standardization in unsupervised learning workflows for making reliable and reproducible scientific discoveries. In this paper, we present a structured workflow for using unsupervised learning techniques in science. We highlight and discuss best practices starting with formulating validatable scientific questions, conducting robust data preparation and exploration, using a range of modeling techniques, performing rigorous validation by evaluating the stability and generalizability of unsupervised learning conclusions, and promoting effective communication and documentation of results to ensure reproducible scientific discoveries. To illustrate our proposed workflow, we present a case study from astronomy, seeking to refine globular clusters of Milky Way stars based upon their chemical composition. Our case study highlights the importance of validation and illustrates how the benefits of a carefully-designed workflow for unsupervised learning can advance scientific discovery.
Subjective Perspectives within Learned Representations Predict High-Impact Innovation
Cao, Likun, Pan, Rui, Evans, James
Existing studies of innovation emphasize the power of social structures to shape innovation capacity. Emerging machine learning approaches, however, enable us to model innovators' personal perspectives and interpersonal innovation opportunities as a function of their prior trajectories of experience. We theorize then quantify subjective perspectives and innovation opportunities based on innovator positions within the geometric space of concepts inscribed by dynamic language representations. Using data on millions of scientists, inventors, writers, entrepreneurs, and Wikipedia contributors across the creative domains of science, technology, film, entrepreneurship, and Wikipedia, here we show that measured subjective perspectives anticipate what ideas individuals and groups creatively attend to and successfully combine in future. When perspective and background diversity are decomposed as the angular difference between collaborators' perspectives on their creation and between their experiences, the former consistently anticipates creative achievement while the latter portends its opposite, across all cases and time periods examined. We analyze a natural experiment and simulate creative collaborations between AI (large language model) agents designed with various perspective and background diversity, which are consistent with our observational findings. We explore mechanisms underlying these findings and identify how successful collaborators leverage common language to weave together diverse experience obtained through trajectories of prior work that converge to provoke one another and innovate. We explore the importance of these findings for team assembly and research policy.
Reinforcement Learning for Individual Optimal Policy from Heterogeneous Data
Miao, Rui, Shahbaba, Babak, Qu, Annie
Offline reinforcement learning (RL) aims to find optimal policies in dynamic environments in order to maximize the expected total rewards by leveraging pre-collected data. Learning from heterogeneous data is one of the fundamental challenges in offline RL. Traditional methods focus on learning an optimal policy for all individuals with pre-collected data from a single episode or homogeneous batch episodes, and thus, may result in a suboptimal policy for a heterogeneous population. In this paper, we propose an individualized offline policy optimization framework for heterogeneous time-stationary Markov decision processes (MDPs). The proposed heterogeneous model with individual latent variables enables us to efficiently estimate the individual Q-functions, and our Penalized Pessimistic Personalized Policy Learning (P4L) algorithm guarantees a fast rate on the average regret under a weak partial coverage assumption on behavior policies. In addition, our simulation studies and a real data application demonstrate the superior numerical performance of the proposed method compared with existing methods.
Privacy Amplification Through Synthetic Data: Insights from Linear Regression
Pierquin, Clément, Bellet, Aurélien, Tommasi, Marc, Boussard, Matthieu
Synthetic data inherits the differential privacy guarantees of the model used to generate it. Additionally, synthetic data may benefit from privacy amplification when the generative model is kept hidden. While empirical studies suggest this phenomenon, a rigorous theoretical understanding is still lacking. In this paper, we investigate this question through the well-understood framework of linear regression. First, we establish negative results showing that if an adversary controls the seed of the generative model, a single synthetic data point can leak as much information as releasing the model itself. Conversely, we show that when synthetic data is generated from random inputs, releasing a limited number of synthetic data points amplifies privacy beyond the model's inherent guarantees. We believe our findings in linear regression can serve as a foundation for deriving more general bounds in the future.
Clustering and Median Aggregation Improve Differentially Private Inference
Amin, Kareem, Avestimehr, Salman, Babakniya, Sara, Bie, Alex, Kong, Weiwei, Ponomareva, Natalia, Syed, Umar
Differentially private (DP) language model inference is an approach for generating private synthetic text. A sensitive input example is used to prompt an off-the-shelf large language model (LLM) to produce a similar example. Multiple examples can be aggregated together to formally satisfy the DP guarantee. Prior work creates inference batches by sampling sensitive inputs uniformly at random. We show that uniform sampling degrades the quality of privately generated text, especially when the sensitive examples concern heterogeneous topics. We remedy this problem by clustering the input data before selecting inference batches. Next, we observe that clustering also leads to more similar next-token predictions across inferences. We use this insight to introduce a new algorithm that aggregates next token statistics by privately computing medians instead of averages. This approach leverages the fact that the median has decreased local sensitivity when next token predictions are similar, allowing us to state a data-dependent and ex-post DP guarantee about the privacy properties of this algorithm. Finally, we demonstrate improvements in terms of representativeness metrics (e.g., MAUVE) as well as downstream task performance. We show that our method produces high-quality synthetic data at significantly lower privacy cost than a previous state-of-the-art method.