Statistical Learning
Multi-site modelling and reconstruction of past extreme skew surges along the French Atlantic coast
Huet, Nathan, Naveau, Philippe, Sabourin, Anne
Appropriate modelling of extreme skew surges is crucial, particularly for coastal risk management. Our study focuses on modelling extreme skew surges along the French Atlantic coast, with a particular emphasis on investigating the extremal dependence structure between stations. We employ the peak-over-threshold framework, where a multivariate extreme event is defined whenever at least one location records a large value, though not necessarily all stations simultaneously. A novel method for determining an appropriate level (threshold) above which observations can be classified as extreme is proposed. Two complementary approaches are explored. First, the multivariate generalized Pareto distribution is employed to model extremes, leveraging its properties to derive a generative model that predicts extreme skew surges at one station based on observed extremes at nearby stations. Second, a novel extreme regression framework is assessed for point predictions. This specific regression framework enables accurate point predictions using only the "angle" of input variables, i.e. input variables divided by their norms. The ultimate objective is to reconstruct historical skew surge time series at stations with limited data. This is achieved by integrating extreme skew surge data from stations with longer records, such as Brest and Saint-Nazaire, which provide over 150 years of observations.
Overview and practical recommendations on using Shapley Values for identifying predictive biomarkers via CATE modeling
Svensson, David, Hermansson, Erik, Nikolaou, Nikolaos, Sechidis, Konstantinos, Lipkovich, Ilya
In recent years, two parallel research trends have emerged in machine learning, yet their intersections remain largely unexplored. On one hand, there has been a significant increase in literature focused on Individual Treatment Effect (ITE) modeling, particularly targeting the Conditional Average Treatment Effect (CATE) using meta-learner techniques. These approaches often aim to identify causal effects from observational data. On the other hand, the field of Explainable Machine Learning (XML) has gained traction, with various approaches developed to explain complex models and make their predictions more interpretable. A prominent technique in this area is Shapley Additive Explanations (SHAP), which has become mainstream in data science for analyzing supervised learning models. However, there has been limited exploration of SHAP application in identifying predictive biomarkers through CATE models, a crucial aspect in pharmaceutical precision medicine. We address inherent challenges associated with the SHAP concept in multi-stage CATE strategies and introduce a surrogate estimation approach that is agnostic to the choice of CATE strategy, effectively reducing computational burdens in high-dimensional data. Using this approach, we conduct simulation benchmarking to evaluate the ability to accurately identify biomarkers using SHAP values derived from various CATE meta-learners and Causal Forest.
Negative Stepsizes Make Gradient-Descent-Ascent Converge
Shugart, Henry, Altschuler, Jason M.
Efficient computation of min-max problems is a central question in optimization, learning, games, and controls. Arguably the most natural algorithm is gradient-descent-ascent (GDA). However, since the 1970s, conventional wisdom has argued that GDA fails to converge even on simple problems. This failure spurred an extensive literature on modifying GDA with additional building blocks such as extragradients, optimism, momentum, anchoring, etc. In contrast, we show that GDA converges in its original form by simply using a judicious choice of stepsizes. The key innovation is the proposal of unconventional stepsize schedules (dubbed slingshot stepsize schedules) that are time-varying, asymmetric, and periodically negative. We show that all three properties are necessary for convergence, and that altogether this enables GDA to converge on the classical counterexamples (e.g., unconstrained convex-concave problems). All of our results apply to the last iterate of GDA, as is typically desired in practice. The core algorithmic intuition is that although negative stepsizes make backward progress, they de-synchronize the min and max variables (overcoming the cycling issue of GDA), and lead to a slingshot phenomenon in which the forward progress in the other iterations is overwhelmingly larger. This results in fast overall convergence. Geometrically, the slingshot dynamics leverage the non-reversibility of gradient flow: positive/negative steps cancel to first order, yielding a second-order net movement in a new direction that leads to convergence and is otherwise impossible for GDA to move in. We interpret this as a second-order finite-differencing algorithm and show that, intriguingly, it approximately implements consensus optimization, an empirically popular algorithm for min-max problems involving deep neural networks (e.g., training GANs).
2DXformer: Dual Transformers for Wind Power Forecasting with Dual Exogenous Variables
Zhang, Yajuan, Jiang, Jiahai, Yan, Yule, Yang, Liang, Zhang, Ping
Accurate wind power forecasting can help formulate scientific dispatch plans, which is of great significance for maintaining the safety, stability, and efficient operation of the power system. In recent years, wind power forecasting methods based on deep learning have focused on extracting the spatiotemporal correlations among data, achieving significant improvements in forecasting accuracy. However, they exhibit two limitations. First, there is a lack of modeling for the inter-variable relationships, which limits the accuracy of the forecasts. Second, by treating endogenous and exogenous variables equally, it leads to unnecessary interactions between the endogenous and exogenous variables, increasing the complexity of the model. In this paper, we propose the 2DXformer, which, building upon the previous work's focus on spatiotemporal correlations, addresses the aforementioned two limitations. Specifically, we classify the inputs of the model into three types: exogenous static variables, exogenous dynamic variables, and endogenous variables. First, we embed these variables as variable tokens in a channel-independent manner. Then, we use the attention mechanism to capture the correlations among exogenous variables. Finally, we employ a multi-layer perceptron with residual connections to model the impact of exogenous variables on endogenous variables. Experimental results on two real-world large-scale datasets indicate that our proposed 2DXformer can further improve the performance of wind power forecasting. The code is available in this repository: \href{https://github.com/jseaj/2DXformer}{https://github.com/jseaj/2DXformer}.
Enhancing Obsolescence Forecasting with Deep Generative Data Augmentation: A Semi-Supervised Framework for Low-Data Industrial Applications
Saad, Elie, Besbes, Mariem, Zolghadri, Marc, Czmil, Victor, Baron, Claude, Bourgeois, Vincent
The challenge of electronic component obsolescence is particularly critical in systems with long life cycles. Various obsolescence management methods are employed to mitigate its impact, with obsolescence forecasting being a highly sought-after and prominent approach. As a result, numerous machine learning-based forecasting methods have been proposed. However, machine learning models require a substantial amount of relevant data to achieve high precision, which is lacking in the current obsolescence landscape in some situations. This work introduces a novel framework for obsolescence forecasting based on deep learning. The proposed framework solves the lack of available data through deep generative modeling, where new obsolescence cases are generated and used to augment the training dataset. The augmented dataset is then used to train a classical machine learning-based obsolescence forecasting model. To train classical forecasting models using augmented datasets, existing classical supervised-learning classifiers are adapted for semi-supervised learning within this framework. The proposed framework demonstrates state-of-the-art results on benchmarking datasets.
A Provably Convergent Plug-and-Play Framework for Stochastic Bilevel Optimization
Chu, Tianshu, Xu, Dachuan, Yao, Wei, Yu, Chengming, Zhang, Jin
A Provably Convergent Plug-and-Play Framework for Stochastic Bilevel Optimization Tianshu Chu Dachuan Xu Wei Yao Chengming Yu Jin Zhang Abstract Bilevel optimization has recently attracted significant attention in machine learning due to its wide range of applications and advanced hierarchical optimization capabilities. In this paper, we propose a plug-and-play framework, named PnPBO, for developing and analyzing stochastic bilevel optimization methods. This framework integrates both modern unbiased and biased stochastic estimators into the single-loop bilevel optimization framework introduced in [9], with several improvements. In the implementation of PnPBO, all stochastic estimators for different variables can be independently incorporated, and an additional moving average technique is applied when using an unbiased estimator for the upper-level variable. In the theoretical analysis, we provide a unified convergence and complexity analysis for PnPBO, demonstrating that the adaptation of various stochastic estimators (including PAGE, ZeroSARAH, and mixed strategies) within the PnPBO framework achieves optimal sample complexity, comparable to that of single-level optimization. This resolves the open question of whether the optimal complexity bounds for solving bilevel optimization are identical to those for single-level optimization. Keyword bilevel optimization, stochastic optimization, plug-and-play, sample complexity 1 Introduction Bilevel optimization (BLO) effectively addresses challenges arising from hierarchical optimization, where the decision variables in the upper level are also involved in the lower level. In recent years, BLO has gained increasing attention due to its extensive and effective applications, including hyperparameter optimization [13], meta-learning [20], continual learning [17], and reinforcement learning [40]. In this paper, we focus on the nonconvex-strongly-convex BLO problem under classical assumptions, formulated as follows min x R d x H (x):= f (x, y ( x)) s.t. This work was partially presented at International Conference on Machine Learning (ICML) 2024 ([7]). School of Science, Beijing University of Posts and Telecommunications; National Center for Applied Mathematics Shenzhen; yucm@bupt.edu.cn The bilevel structure typically makes the objective H (x) nonconvex, except in a few special cases. Therefore, our goal is to develop efficient gradient-based algorithms to find an ฯต-stationary point of H (x), specifically, a point x that satisfies the inequality E H (x) 2 ฯต in the stochastic setting [14]. To achieve this, a promising approach is to adapt stochastic methods from single-level optimization, which we refer to as stochastic estimators, to the bilevel optimization context.
PREMISE: Matching-based Prediction for Accurate Review Recommendation
Han, Wei, Chen, Hui, Poria, Soujanya
We present PREMISE (PREdict with Matching ScorEs), a new architecture for the matching-based learning in the multimodal fields for the multimodal review helpfulness (MRHP) task. Distinct to previous fusion-based methods which obtains multimodal representations via cross-modal attention for downstream tasks, PREMISE computes the multi-scale and multi-field representations, filters duplicated semantics, and then obtained a set of matching scores as feature vectors for the downstream recommendation task. This new architecture significantly boosts the performance for such multimodal tasks whose context matching content are highly correlated to the targets of that task, compared to the state-of-the-art fusion-based methods. Experimental results on two publicly available datasets show that PREMISE achieves promising performance with less computational cost.
Gender Bias in Explainability: Investigating Performance Disparity in Post-hoc Methods
Dhaini, Mahdi, Erdogan, Ege, Feldhus, Nils, Kasneci, Gjergji
While research on applications and evaluations of explanation methods continues to expand, fairness of the explanation methods concerning disparities in their performance across subgroups remains an often overlooked aspect. In this paper, we address this gap by showing that, across three tasks and five language models, widely used post-hoc feature attribution methods exhibit significant gender disparity with respect to their faithfulness, robustness, and complexity. These disparities persist even when the models are pre-trained or fine-tuned on particularly unbiased datasets, indicating that the disparities we observe are not merely consequences of biased training data. Our results highlight the importance of addressing disparities in explanations when developing and applying explainability methods, as these can lead to biased outcomes against certain subgroups, with particularly critical implications in high-stakes contexts. Furthermore, our findings underscore the importance of incorporating the fairness of explanations, alongside overall model fairness and explainability, as a requirement in regulatory frameworks.
A Secured Triad of IoT, Machine Learning, and Blockchain for Crop Forecasting in Agriculture
Sizan, Najmus Sakib, Layek, Md. Abu, Hasan, Khondokar Fida
To improve crop forecasting and provide farmers with actionable data-driven insights, we propose a novel approach integrating IoT, machine learning, and blockchain technologies. Using IoT, real -time data from sensor networks continuously monitor environmental conditions and soil nutrient levels, significantly improving our understanding of crop growth dynamics. Our study demon - strates the exceptional accuracy of the Random Forest model, achieving a 99.45% accuracy rate in predicting optimal crop types and yields, thereby offering precise crop projections and customized recommendations. To ensure the security and integrity of the sensor data used for these forecasts, we integrate the Ethereum blockchain, which provides a robust and secure platform. This ensures that the forecasted data remain tamper -proof and reliable. Stakeholders can access real - time and historical crop projections through an intuitive online interface, enhancing transparency and facilitating informed decision -making. By presenting mul - tiple predicted crop scenarios, our system enables farmers to optimize production strategies effectively. This integrated approach promises significant advances in precision agriculture, making crop forecasting more accurate, secure, and user - friendly.
Secure Cluster-Based Hierarchical Federated Learning in Vehicular Networks
HaghighiFard, M. Saeid, Coleri, Sinem
Hierarchical Federated Learning (HFL) has recently emerged as a promising solution for intelligent decision-making in vehicular networks, helping to address challenges such as limited communication resources, high vehicle mobility, and data heterogeneity. However, HFL remains vulnerable to adversarial and unreliable vehicles, whose misleading updates can significantly compromise the integrity and convergence of the global model. To address these challenges, we propose a novel defense framework that integrates dynamic vehicle selection with robust anomaly detection within a cluster-based HFL architecture, specifically designed to counter Gaussian noise and gradient ascent attacks. The framework performs a comprehensive reliability assessment for each vehicle by evaluating historical accuracy, contribution frequency, and anomaly records. Anomaly detection combines Z-score and cosine similarity analyses on model updates to identify both statistical outliers and directional deviations in model updates. To further refine detection, an adaptive thresholding mechanism is incorporated into the cosine similarity metric, dynamically adjusting the threshold based on the historical accuracy of each vehicle to enforce stricter standards for consistently high-performing vehicles. In addition, a weighted gradient averaging mechanism is implemented, which assigns higher weights to gradient updates from more trustworthy vehicles. To defend against coordinated attacks, a cross-cluster consistency check is applied to identify collaborative attacks in which multiple compromised clusters coordinate misleading updates. Together, these mechanisms form a multi-level defense strategy to filter out malicious contributions effectively. Simulation results show that the proposed algorithm significantly reduces convergence time compared to benchmark methods across both 1-hop and 3-hop topologies.