Statistical Learning
SIM-Shapley: A Stable and Computationally Efficient Approach to Shapley Value Approximation
Fan, Wangxuan, Li, Siqi, Zhou, Doudou, Okada, Yohei, Hong, Chuan, Liu, Molei, Liu, Nan
Explainable artificial intelligence (XAI) is essential for trustworthy machine learning (ML), particularly in high-stakes domains such as healthcare and finance. Shapley value (SV) methods provide a principled framework for feature attribution in complex models but incur high computational costs, limiting their scalability in high-dimensional settings. We propose Stochastic Iterative Momentum for Shapley Value Approximation (SIM-Shapley), a stable and efficient SV approximation method inspired by stochastic optimization. We analyze variance theoretically, prove linear $Q$-convergence, and demonstrate improved empirical stability and low bias in practice on real-world datasets. In our numerical experiments, SIM-Shapley reduces computation time by up to 85% relative to state-of-the-art baselines while maintaining comparable feature attribution quality. Beyond feature attribution, our stochastic mini-batch iterative framework extends naturally to a broader class of sample average approximation problems, offering a new avenue for improving computational efficiency with stability guarantees. Code is publicly available at https://github.com/nliulab/SIM-Shapley.
Diffusion-based supervised learning of generative models for efficient sampling of multimodal distributions
Tran, Hoang, Zhang, Zezhong, Bao, Feng, Lu, Dan, Zhang, Guannan
We propose a hybrid generative model for efficient sampling of high-dimensional, multimodal probability distributions for Bayesian inference. Traditional Monte Carlo methods, such as the Metropolis-Hastings and Langevin Monte Carlo sampling methods, are effective for sampling from single-mode distributions in high-dimensional spaces. However, these methods struggle to produce samples with the correct proportions for each mode in multimodal distributions, especially for distributions with well separated modes. To address the challenges posed by multimodality, we adopt a divide-and-conquer strategy. We start by minimizing the energy function with initial guesses uniformly distributed within the prior domain to identify all the modes of the energy function. Then, we train a classifier to segment the domain corresponding to each mode. After the domain decomposition, we train a diffusion-model-assisted generative model for each identified mode within its support. Once each mode is characterized, we employ bridge sampling to estimate the normalizing constant, allowing us to directly adjust the ratios between the modes. Our numerical examples demonstrate that the proposed framework can effectively handle multimodal distributions with varying mode shapes in up to 100 dimensions. An application to Bayesian inverse problem for partial differential equations is also provided.
Sharp Gaussian approximations for Decentralized Federated Learning
Bonnerjee, Soham, Karmakar, Sayar, Wu, Wei Biao
Federated Learning has gained traction in privacy-sensitive collaborative environments, with local SGD emerging as a key optimization method in decentralized settings. While its convergence properties are well-studied, asymptotic statistical guarantees beyond convergence remain limited. In this paper, we present two generalized Gaussian approximation results for local SGD and explore their implications. First, we prove a Berry-Esseen theorem for the final local SGD iterates, enabling valid multiplier bootstrap procedures. Second, motivated by robustness considerations, we introduce two distinct time-uniform Gaussian approximations for the entire trajectory of local SGD. The time-uniform approximations support Gaussian bootstrap-based tests for detecting adversarial attacks. Extensive simulations are provided to support our theoretical results.
An adaptive sampling algorithm for data-generation to build a data-manifold for physical problem surrogate modeling
Mang, Chetra, TahmasebiMoradi, Axel, Danan, David, Yagoubi, Mouadh
Physical models classically involved Partial Differential equations (PDE) and depending of their underlying complexity and the level of accuracy required, and known to be computationally expensive to numerically solve them. Thus, an idea would be to create a surrogate model relying on data generated by such solver. However, training such a model on an imbalanced data have been shown to be a very difficult task. Indeed, if the distribution of input leads to a poor response manifold representation, the model may not learn well and consequently, it may not predict the outcome with acceptable accuracy. In this work, we present an Adaptive Sampling Algorithm for Data Generation (ASADG) involving a physical model. As the initial input data may not accurately represent the response manifold in higher dimension, this algorithm iteratively adds input data into it. At each step the barycenter of each simplicial complex, that the manifold is discretized into, is added as new input data, if a certain threshold is satisfied. We demonstrate the efficiency of the data sampling algorithm in comparison with LHS method for generating more representative input data. To do so, we focus on the construction of a harmonic transport problem metamodel by generating data through a classical solver. By using such algorithm, it is possible to generate the same number of input data as LHS while providing a better representation of the response manifold.
Extreme Conformal Prediction: Reliable Intervals for High-Impact Events
Pasche, Olivier C., Lam, Henry, Engelke, Sebastian
Conformal prediction is a popular method to construct prediction intervals for black-box machine learning models with marginal coverage guarantees. In applications with potentially high-impact events, such as flooding or financial crises, regulators often require very high confidence for such intervals. However, if the desired level of confidence is too large relative to the amount of data used for calibration, then classical conformal methods provide infinitely wide, thus, uninformative prediction intervals. In this paper, we propose a new method to overcome this limitation. We bridge extreme value statistics and conformal prediction to provide reliable and informative prediction intervals with high-confidence coverage, which can be constructed using any black-box extreme quantile regression method. The advantages of this extreme conformal prediction method are illustrated in a simulation study and in an application to flood risk forecasting.
Automatic Task Detection and Heterogeneous LLM Speculative Decoding
Ge, Danying, Gao, Jianhua, Jiang, Qizhi, Feng, Yifei, Ji, Weixing
Speculative decoding, which combines a draft model with a target model, has emerged as an effective approach to accelerate large language model (LLM) inference. However, existing methods often face a trade-off between the acceptance rate and decoding speed in downstream tasks due to the limited capacity of the draft model, making it difficult to ensure efficiency across diverse tasks. To address this problem, we propose a speculative decoding algorithm tailored for downstream task optimization. It includes an automatic task partitioning and assigning method, which automatically categorizes downstream tasks into different sub-tasks and assigns them to a set of heterogeneous draft models. Each draft model is aligned with the target model using task-specific data, thereby enhancing the consistency of inference results. In addition, our proposed method incorporates an online lightweight prompt classifier to dynamically route prompts to the appropriate draft model. Experimental results demonstrate that the proposed method improves draft accuracy by 6% to 50% over vanilla speculative decoding, while achieving a speedup of 1.10x to 2.64x in LLM inference.
Learning Advanced Self-Attention for Linear Transformers in the Singular Value Domain
Wi, Hyowon, Choi, Jeongwhan, Park, Noseong
Transformers have demonstrated remarkable performance across diverse domains. The key component of Transformers is self-attention, which learns the relationship between any two tokens in the input sequence. Recent studies have revealed that the self-attention can be understood as a normalized adjacency matrix of a graph. Notably, from the perspective of graph signal processing (GSP), the self-attention can be equivalently defined as a simple graph filter, applying GSP using the value vector as the signal. However, the self-attention is a graph filter defined with only the first order of the polynomial matrix, and acts as a low-pass filter preventing the effective leverage of various frequency information. Consequently, existing self-attention mechanisms are designed in a rather simplified manner. Therefore, we propose a novel method, called A ttentive G raph F ilter (AGF), interpreting the self-attention as learning the graph filter in the singular value domain from the perspective of graph signal processing for directed graphs with the linear complexity w.r.t. the input length n, i.e., O p nd
Adaptive Diffusion Policy Optimization for Robotic Manipulation
Recent studies have shown the great potential of diffusion models in improving reinforcement learning (RL) by modeling complex policies, expressing a high degree of multi-modality, and efficiently handling high-dimensional continuous control tasks. However, there is currently limited research on how to optimize diffusion-based polices (e.g., Diffusion Policy) fast and stably. In this paper, we propose an Adam-based Diffusion Policy Optimization (ADPO), a fast algorithmic framework containing best practices for fine-tuning diffusion-based polices in robotic control tasks using the adaptive gradient descent method in RL. Adaptive gradient method is less studied in training RL, let alone diffusion-based policies. We confirm that ADPO outperforms other diffusion-based RL methods in terms of overall effectiveness for fine-tuning on standard robotic tasks. Concretely, we conduct extensive experiments on standard robotic control tasks to test ADPO, where, particularly, six popular diffusion-based RL methods are provided as benchmark methods. Experimental results show that ADPO acquires better or comparable performance than the baseline methods. Finally, we systematically analyze the sensitivity of multiple hyperparameters in standard robotics tasks, providing guidance for subsequent practical applications. Our video demonstrations are released in https://github.com/Timeless-lab/ADPO.git.
An Identifiable Cost-Aware Causal Decision-Making Framework Using Counterfactual Reasoning
Cai, Ruichu, Chen, Xi, Qiao, Jie, Li, Zijian, Liu, Yuequn, Chen, Wei, Zhang, Keli, Zheng, Jiale
Decision making under abnormal conditions is a critical process that involves evaluating the current state and determining the optimal action to restore the system to a normal state at an acceptable cost. However, in such scenarios, existing decision-making frameworks highly rely on reinforcement learning or root cause analysis, resulting in them frequently neglecting the cost of the actions or failing to incorporate causal mechanisms adequately. By relaxing the existing causal decision framework to solve the necessary cause, we propose a minimum-cost causal decision (MiCCD) framework via counterfactual reasoning to address the above challenges. Emphasis is placed on making counterfactual reasoning processes identifiable in the presence of a large amount of mixed anomaly data, as well as finding the optimal intervention state in a continuous decision space. Specifically, it formulates a surrogate model based on causal graphs, using abnormal pattern clustering labels as supervisory signals. This enables the approximation of the structural causal model among the variables and lays a foundation for identifiable counterfactual reasoning. With the causal structure approximated, we then established an optimization model based on counterfactual estimation. The Sequential Least Squares Programming (SLSQP) algorithm is further employed to optimize intervention strategies while taking costs into account. Experimental evaluations on both synthetic and real-world datasets reveal that MiCCD outperforms conventional methods across multiple metrics, including F1-score, cost efficiency, and ranking quality(nDCG@k values), thus validating its efficacy and broad applicability.
Disruptive Transformation of Artworks in Master-Disciple Relationships: The Case of Ukiyo-e Artworks
Shinichi, Honna, Matsui, Akira
Artwork research has long relied on human sensibility and subjective judgment, but recent developments in machine learning have enabled the quantitative assessment of features that humans could not discover. In Western paintings, comprehensive analyses have been conducted from various perspectives in conjunction with large databases, but such extensive analysis has not been sufficiently conducted for Eastern paintings. Then, we focus on Ukiyo-e, a traditional Japanese art form, as a case study of Eastern paintings, and conduct a quantitative analysis of creativity in works of art using 11,000 high-resolution images. This involves using the concept of calculating creativity from networks to analyze both the creativity of the artwork and that of the artists. As a result, In terms of Ukiyo-e as a whole, it was found that the creativity of its appearance has declined with the maturation of culture, but in terms of style, it has become more segmented with the maturation of culture and has maintained a high level of creativity. This not only provides new insights into the study of Ukiyo-e but also shows how Ukiyo-e has evolved within the ongoing cultural history, playing a culturally significant role in the analysis of Eastern art.