Statistical Learning
Learning with Expected Signatures: Theory and Applications
Lucchese, Lorenzo, Pakkanen, Mikko S., Veraart, Almut E. D.
The expected signature maps a collection of data streams to a lower dimensional representation, with a remarkable property: the resulting feature tensor can fully characterize the data generating distribution. This "model-free" embedding has been successfully leveraged to build multiple domain-agnostic machine learning (ML) algorithms for time series and sequential data. The convergence results proved in this paper bridge the gap between the expected signature's empirical discrete-time estimator and its theoretical continuous-time value, allowing for a more complete probabilistic interpretation of expected signature-based ML methods. Moreover, when the data generating process is a martingale, we suggest a simple modification of the expected signature estimator with significantly lower mean squared error and empirically demonstrate how it can be effectively applied to improve predictive performance.
Broad Spectrum Structure Discovery in Large-Scale Higher-Order Networks
Hood, John, De Bacco, Caterina, Schein, Aaron
Complex systems are often driven by higher-order interactions among multiple units, naturally represented as hypergraphs. Understanding dependency structures within these hypergraphs is crucial for understanding and predicting the behavior of complex systems but is made challenging by their combinatorial complexity and computational demands. In this paper, we introduce a class of probabilistic models that efficiently represents and discovers a broad spectrum of mesoscale structure in large-scale hypergraphs. The key insight enabling this approach is to treat classes of similar units as themselves nodes in a latent hypergraph. By modeling observed node interactions through latent interactions among classes using low-rank representations, our approach tractably captures rich structural patterns while ensuring model identifiability. This allows for direct interpretation of distinct node- and class-level structures. Empirically, our model improves link prediction over state-of-the-art methods and discovers interpretable structures in diverse real-world systems, including pharmacological and social networks, advancing the ability to incorporate large-scale higher-order data into the scientific process.
Handling bounded response in high dimensions: a Horseshoe prior Bayesian Beta regression approach
Bounded continuous responses -- such as proportions -- arise frequently in diverse scientific fields including climatology, biostatistics, and finance. Beta regression is a widely adopted framework for modeling such data, due to the flexibility of the Beta distribution over the unit interval. While Bayesian extensions of Beta regression have shown promise, existing methods are limited to low-dimensional settings and lack theoretical guarantees. In this work, we propose a novel Bayesian approach for high-dimensional sparse Beta regression framework that employs a tempered posterior. Our method incorporates the Horseshoe prior for effective shrinkage and variable selection. Most notable, we propose a novel Gibbs sampling algorithm using Pรณlya-Gamma augmentation for efficient inference in Beta regression model. We also provide the first theoretical results establishing posterior consistency and convergence rates for Bayesian Beta regression. Through extensive simulation studies in both low- and high-dimensional scenarios, we demonstrate that our approach outperforms existing alternatives, offering improved estimation accuracy and model interpretability. Our method is implemented in the R package ``betaregbayes" available on Github.
Revisiting Bayesian Model Averaging in the Era of Foundation Models
We revisit the classical, full-fledged Bayesian model averaging (BMA) paradigm to ensemble pre-trained and/or lightly-finetuned foundation models to enhance the classification performance on image and text data. To make BMA tractable under foundation models, we introduce trainable linear classifiers that take frozen features from the pre-trained foundation models as inputs. The model posteriors over the linear classifiers tell us which linear heads and frozen features are better suited for a given dataset, resulting in a principled model ensembling method. Furthermore, we propose a computationally cheaper, optimizable model averaging scheme (OMA). In OMA, we directly optimize the model ensemble weights, just like those weights based on model posterior distributions in BMA, by reducing the amount of surprise (expected entropy of the predictions) we get from predictions of ensembled models. With the rapid development of foundation models, these approaches will enable the incorporation of future, possibly significantly better foundation models to enhance the performance of challenging classification tasks.
Identifying Causal Direction via Variational Bayesian Compression
Tran, Quang-Duy, Duong, Bao, Nguyen, Phuoc, Nguyen, Thin
Telling apart the cause and effect between two random variables with purely observational data is a challenging problem that finds applications in various scientific disciplines. A key principle utilized in this task is the algorithmic Markov condition, which postulates that the joint distribution, when factorized according to the causal direction, yields a more succinct codelength compared to the anti-causal direction. Previous approaches approximate these codelengths by relying on simple functions or Gaussian processes (GPs) with easily evaluable complexity, compromising between model fitness and computational complexity. To overcome these limitations, we propose leveraging the variational Bayesian learning of neural networks as an interpretation of the codelengths. Consequently, we can enhance the model fitness while promoting the succinctness of the codelengths, while avoiding the significant computational complexity of the GP-based approaches. Extensive experiments on both synthetic and real-world benchmarks in cause-effect identification demonstrate the effectiveness of our proposed method, surpassing the overall performance of related complexity-based and structural causal model regression-based approaches.
One Rank at a Time: Cascading Error Dynamics in Sequential Learning
Vandchali, Mahtab Alizadeh, Fangshuo, null, Liao, null, Kyrillidis, Anastasios
Sequential learning -- where complex tasks are broken down into simpler, hierarchical components -- has emerged as a paradigm in AI. This paper views sequential learning through the lens of low-rank linear regression, focusing specifically on how errors propagate when learning rank-1 subspaces sequentially. We present an analysis framework that decomposes the learning process into a series of rank-1 estimation problems, where each subsequent estimation depends on the accuracy of previous steps. Our contribution is a characterization of the error propagation in this sequential process, establishing bounds on how errors -- e.g., due to limited computational budgets and finite precision -- affect the overall model accuracy. We prove that these errors compound in predictable ways, with implications for both algorithmic design and stability guarantees.
Hybrid Batch Normalisation: Resolving the Dilemma of Batch Normalisation in Federated Learning
Chen, Hongyao, Xu, Tianyang, Wu, Xiaojun, Kittler, Josef
Batch Normalisation (BN) is widely used in conventional deep neural network training to harmonise the input-output distributions for each batch of data. However, federated learning, a distributed learning paradigm, faces the challenge of dealing with non-independent and identically distributed data among the client nodes. Due to the lack of a coherent methodology for updating BN statistical parameters, standard BN degrades the federated learning performance. To this end, it is urgent to explore an alternative normalisation solution for federated learning. In this work, we resolve the dilemma of the BN layer in federated learning by developing a customised normalisation approach, Hybrid Batch Normalisation (HBN). HBN separates the update of statistical parameters (i.e. , means and variances used for evaluation) from that of learnable parameters (i.e. , parameters that require gradient updates), obtaining unbiased estimates of global statistical parameters in distributed scenarios. In contrast with the existing solutions, we emphasise the supportive power of global statistics for federated learning. The HBN layer introduces a learnable hybrid distribution factor, allowing each computing node to adaptively mix the statistical parameters of the current batch with the global statistics. Our HBN can serve as a powerful plugin to advance federated learning performance. It reflects promising merits across a wide range of federated learning settings, especially for small batch sizes and heterogeneous data.
Multimodal Federated Learning: A Survey through the Lens of Different FL Paradigms
Peng, Yuanzhe, Bian, Jieming, Wang, Lei, Huang, Yin, Xu, Jie
Multimodal Federated Learning (MFL) lies at the intersection of two pivotal research areas: leveraging complementary information from multiple modalities to improve downstream inference performance and enabling distributed training to enhance efficiency and preserve privacy. Despite the growing interest in MFL, there is currently no comprehensive taxonomy that organizes MFL through the lens of different Federated Learning (FL) paradigms. This perspective is important because multimodal data introduces distinct challenges across various FL settings. These challenges, including modality heterogeneity, privacy heterogeneity, and communication inefficiency, are fundamentally different from those encountered in traditional unimodal or non-FL scenarios. In this paper, we systematically examine MFL within the context of three major FL paradigms: horizontal FL (HFL), vertical FL (VFL), and hybrid FL. For each paradigm, we present the problem formulation, review representative training algorithms, and highlight the most prominent challenge introduced by multimodal data in distributed settings. We also discuss open challenges and provide insights for future research. By establishing this taxonomy, we aim to uncover the novel challenges posed by multimodal data from the perspective of different FL paradigms and to offer a new lens through which to understand and advance the development of MFL.
Network classification through random walks
Travieso, Gonzalo, Merenda, Joao, Bruno, Odemir M.
Network models have been widely used to study diverse systems and analyze their dynamic behaviors. Given the structural variability of networks, an intriguing question arises: Can we infer the type of system represented by a network based on its structure? This classification problem involves extracting relevant features from the network. Existing literature has proposed various methods that combine structural measurements and dynamical processes for feature extraction. In this study, we introduce a novel approach to characterize networks using statistics from random walks, which can be particularly informative about network properties. We present the employed statistical metrics and compare their performance on multiple datasets with other state-of-the-art feature extraction methods. Our results demonstrate that the proposed method is effective in many cases, often outperforming existing approaches, although some limitations are observed across certain datasets.
LLMPR: A Novel LLM-Driven Transfer Learning based Petition Ranking Model
Gayen, Avijit, Chakraborty, Somyajit, Sen, Mainak, Paul, Soham, Jana, Angshuman
The persistent accumulation of unresolved legal cases, especially within the Indian judiciary, significantly hampers the timely delivery of justice. Manual methods of prioritizing petitions are often prone to inefficiencies and subjective biases further exacerbating delays. To address this issue, we propose LLMPR (Large Language Model-based Petition Ranking), an automated framework that utilizes transfer learning and machine learning to assign priority rankings to legal petitions based on their contextual urgency. Leveraging the ILDC dataset comprising 7,593 annotated petitions, we process unstructured legal text and extract features through various embedding techniques, including DistilBERT, LegalBERT, and MiniLM. These textual embeddings are combined with quantitative indicators such as gap days, rank scores, and word counts to train multiple machine learning models, including Random Forest, Decision Tree, XGBoost, LightGBM, and CatBoost. Our experiments demonstrate that Random Forest and Decision Tree models yield superior performance, with accuracy exceeding 99% and a Spearman rank correlation of 0.99. Notably, models using only numerical features achieve nearly optimal ranking results (R2 = 0.988, \r{ho} = 0.998), while LLM-based embeddings offer only marginal gains. These findings suggest that automated petition ranking can effectively streamline judicial workflows, reduce case backlog, and improve fairness in legal prioritization.