Statistical Learning
Convergence and Implicit Bias of Gradient Descent on Continual Linear Classification
Jung, Hyunji, Cho, Hanseul, Yun, Chulhee
We study continual learning on multiple linear classification tasks by sequentially running gradient descent (GD) for a fixed budget of iterations per task. When all tasks are jointly linearly separable and are presented in a cyclic/random order, we show the directional convergence of the trained linear classifier to the joint (offline) max-margin solution. This is surprising because GD training on a single task is implicitly biased towards the individual max-margin solution for the task, and the direction of the joint max-margin solution can be largely different from these individual solutions. Additionally, when tasks are given in a cyclic order, we present a non-asymptotic analysis on cycle-averaged forgetting, revealing that (1) alignment between tasks is indeed closely tied to catastrophic forgetting and backward knowledge transfer and (2) the amount of forgetting vanishes to zero as the cycle repeats. Lastly, we analyze the case where the tasks are no longer jointly separable and show that the model trained in a cyclic order converges to the unique minimum of the joint loss function.
Efficient Self-Supervised Learning for Earth Observation via Dynamic Dataset Curation
Kerdreux, Thomas, Tuel, Alexandre, Febvre, Quentin, Mouche, Alexis, Chapron, Bertrand
Self-supervised learning (SSL) has enabled the development of vision foundation models for Earth Observation (EO), demonstrating strong transferability across diverse remote sensing tasks. While prior work has focused on network architectures and training strategies, the role of dataset curation, especially in balancing and diversifying pre-training datasets, remains underexplored. In EO, this challenge is amplified by the redundancy and heavy-tailed distributions common in satellite imagery, which can lead to biased representations and inefficient training. In this work, we propose a dynamic dataset pruning strategy designed to improve SSL pre-training by maximizing dataset diversity and balance. Our method iteratively refines the training set without requiring a pre-existing feature extractor, making it well-suited for domains where curated datasets are limited or unavailable. We demonstrate our approach on the Sentinel-1 Wave Mode (WV) Synthetic Aperture Radar (SAR) archive, a challenging dataset dominated by ocean observations. We train models from scratch on the entire Sentinel-1 WV archive spanning 10 years. Across three downstream tasks, our results show that dynamic pruning improves both computational efficiency and representation quality, leading to stronger transferability. We also release the weights of OceanSAR-1, the first model in the OceanSAR family, a series of foundation models for ocean observation and analysis using SAR imagery, at github.com/galeio-research/OceanSAR-models/.
Statistical Management of the False Discovery Rate in Medical Instance Segmentation Based on Conformal Risk Control
Dai, Mengxia, Luo, Wenqian, Li, Tianyang
Instance segmentation plays a pivotal role in medical image analysis by enabling precise localization and delineation of lesions, tumors, and anatomical structures. Although deep learning models such as Mask R-CNN and BlendMask have achieved remarkable progress, their application in high-risk medical scenarios remains constrained by confidence calibration issues, which may lead to misdiagnosis. To address this challenge, we propose a robust quality control framework based on conformal prediction theory. This framework innovatively constructs a risk-aware dynamic threshold mechanism that adaptively adjusts segmentation decision boundaries according to clinical requirements.Specifically, we design a \textbf{calibration-aware loss function} that dynamically tunes the segmentation threshold based on a user-defined risk level $ฮฑ$. Utilizing exchangeable calibration data, this method ensures that the expected FNR or FDR on test data remains below $ฮฑ$ with high probability. The framework maintains compatibility with mainstream segmentation models (e.g., Mask R-CNN, BlendMask+ResNet-50-FPN) and datasets (PASCAL VOC format) without requiring architectural modifications. Empirical results demonstrate that we rigorously bound the FDR metric marginally over the test set via our developed calibration framework.
The use of Multi-domain Electroencephalogram Representations in the building of Models based on Convolutional and Recurrent Neural Networks for Epilepsy Detection
Anghinoni, Luiz Antonio Nicolau, Denardin, Gustavo Weber, Gertrudes, Jadson Castro, Casanova, Dalcimar, Oliva, Jefferson Tales
This important role has led researchers to develop various methods for gathering information about brain activity, resulting in significant advancements in medical signal and image acquisition systems [2]. Among these advancements are functional neuroimaging techniques, such as functional magnetic resonance imaging, magnetoencephalography (MEG), positron emission tomography (PET), and electroencephalography [2]. Among these techniques, electroencephalography stands out due to three key advantages: it is a non-invasive method that allows data generation from any individual, has excellent temporal resolution--effectively capturing events occurring within milliseconds--and is relatively cost-effective compared to other examinations [3]. Electroencephalography monitors the brain's electrical activity through electrodes placed on the scalp, and the resulting data, known as the electroencephalogram (EEG), consists of a time series of electrical potentials that reflect neurological activity [4]. The EEG signal is widely used in the field of neuroscience and has the potential to advance brain-computer interfaces [5], facilitate emotion detection [6], enable classification of sleep stages [7] and help clinicians and researchers in identifying brain diseases, including but not limited to Alzheimer's disease [8], dyslexia [9], schizophrenia [10], Creutzfeldt-Jakob disease [11] and cognitive impairment [12]. Epilepsy, for example, is a neurological disorder characterized by abnormal brain activity that can lead to seizures, unusual behaviors, or even loss of consciousness.
Optimal Sequential Recommendations: Exploiting User and Item Structure
Given the importance of these recommendation algorithms, it makes sense to try to design optimal ones. A basic criterion for optimality, that captures the first-order experience of users in a recommendation system, is to maximize the proportion of recommendations that are liked, 1 similar to [11, 23] The goal of this paper is to gain insight into the design of recommendation algorithms by finding a statistically optimal algorithm within the context of a natural model for recommendation systems. One of our findings is that the best way to obtain information about users and items in order to make good recommendations depends on the time horizon and its relation to various system parameters including the number of users, the diversity of users, and richness of the items; there are a number of operating regimes depending on these parameters. It goes without saying that the nature of any insight obtained is intertwined with the choice of model. We use the same model as [11], closely related to those studied in [10, 12]. The model is different from those in other papers on the topic; we now motivate its key features.
Emergence and scaling laws in SGD learning of shallow neural networks
Ren, Yunwei, Nichani, Eshaan, Wu, Denny, Lee, Jason D.
We study the complexity of online stochastic gradient descent (SGD) for learning a two-layer neural network with $P$ neurons on isotropic Gaussian data: $f_*(\boldsymbol{x}) = \sum_{p=1}^P a_p\cdot \sigma(\langle\boldsymbol{x},\boldsymbol{v}_p^*\rangle)$, $\boldsymbol{x} \sim \mathcal{N}(0,\boldsymbol{I}_d)$, where the activation $\sigma:\mathbb{R}\to\mathbb{R}$ is an even function with information exponent $k_*>2$ (defined as the lowest degree in the Hermite expansion), $\{\boldsymbol{v}^*_p\}_{p\in[P]}\subset \mathbb{R}^d$ are orthonormal signal directions, and the non-negative second-layer coefficients satisfy $\sum_{p} a_p^2=1$. We focus on the challenging ``extensive-width'' regime $P\gg 1$ and permit diverging condition number in the second-layer, covering as a special case the power-law scaling $a_p\asymp p^{-\beta}$ where $\beta\in\mathbb{R}_{\ge 0}$. We provide a precise analysis of SGD dynamics for the training of a student two-layer network to minimize the mean squared error (MSE) objective, and explicitly identify sharp transition times to recover each signal direction. In the power-law setting, we characterize scaling law exponents for the MSE loss with respect to the number of training samples and SGD steps, as well as the number of parameters in the student neural network. Our analysis entails that while the learning of individual teacher neurons exhibits abrupt transitions, the juxtaposition of $P\gg 1$ emergent learning curves at different timescales leads to a smooth scaling law in the cumulative objective.
Identification and Estimation of Long-Term Treatment Effects with Monotone Missing
Yang, Qinwei, Guo, Ruocheng, Han, Shasha, Wu, Peng
Estimating long-term treatment effects has a wide range of applications in various domains. A key feature in this context is that collecting long-term outcomes typically involves a multi-stage process and is subject to monotone missing, where individuals missing at an earlier stage remain missing at subsequent stages. Despite its prevalence, monotone missing has been rarely explored in previous studies on estimating long-term treatment effects. In this paper, we address this gap by introducing the sequential missingness assumption for identification. We propose three novel estimation methods, including inverse probability weighting, sequential regression imputation, and sequential marginal structural model (SeqMSM). Considering that the SeqMSM method may suffer from high variance due to severe data sparsity caused by monotone missing, we further propose a novel balancing-enhanced approach, BalanceNet, to improve the stability and accuracy of the estimation methods. Extensive experiments on two widely used benchmark datasets demonstrate the effectiveness of our proposed methods.
Contextures: The Mechanism of Representation Learning
This dissertation establishes the contexture theory to mathematically characterize the mechanism of representation learning, or pretraining. Despite the remarkable empirical success of foundation models, it is not very clear what representations they learn, and why these representations are useful for various downstream tasks. A scientific understanding of representation learning is critical, especially at this point when scaling up the model size is producing diminishing returns, and designing new pretraining methods is imperative for further progress. Prior work treated different representation learning methods quite differently, whereas the contexture theory provides a unified framework for analyzing these methods. The central argument is that a representation is learned from the association between the input X and a context variable A. We prove that if an encoder captures the maximum information of this association, in which case we say that the encoder learns the contexture, then it will be optimal on the class of tasks that are compatible with the context. We also show that a context is the most useful when the association between X and A is neither too strong nor too weak. The important implication of the contexture theory is that increasing the model size alone will achieve diminishing returns, and further advancements require better contexts. We demonstrate that many pretraining objectives can learn the contexture, including supervised learning, self-supervised learning, generative models, etc. Then, we introduce two general objectives -- SVME and KISE, for learning the contexture. We also show how to mix multiple contexts together, an effortless way to create better contexts from existing ones. Then, we prove statistical learning bounds for representation learning. Finally, we discuss the effect of the data distribution shift from pretraining to the downstream task.
Euclidean Distance Matrix Completion via Asymmetric Projected Gradient Descent
This paper proposes and analyzes a gradient-type algorithm based on Burer-Monteiro factorization, called the Asymmetric Projected Gradient Descent (APGD), for reconstructing the point set configuration from partial Euclidean distance measurements, known as the Euclidean Distance Matrix Completion (EDMC) problem. By paralleling the incoherence matrix completion framework, we show for the first time that global convergence guarantee with exact recovery of this routine can be established given $\mathcal{O}(\mu^2 r^3 \kappa^2 n \log n)$ Bernoulli random observations without any sample splitting. Unlike leveraging the tangent space Restricted Isometry Property (RIP) and local curvature of the low-rank embedding manifold in some very recent works, our proof provides new upper bounds to replace the random graph lemma under EDMC setting. The APGD works surprisingly well and numerical experiments demonstrate exact linear convergence behavior in rich-sample regions yet deteriorates fast when compared with the performance obtained by optimizing the s-stress function, i.e., the standard but unexplained non-convex approach for EDMC, if the sample size is limited. While virtually matching our theoretical prediction, this unusual phenomenon might indicate that: (i) the power of implicit regularization is weakened when specified in the APGD case; (ii) the stabilization of such new gradient direction requires substantially more samples than the information-theoretic limit would suggest.
Model uncertainty quantification using feature confidence sets for outcome excursions
Ren, Junting, Schwartzman, Armin
When implementing prediction models for high-stakes real-world applications such as medicine, finance, and autonomous systems, quantifying prediction uncertainty is critical for effective risk management. Traditional approaches to uncertainty quantification, such as confidence and prediction intervals, provide probability coverage guarantees for the expected outcomes $f(\boldsymbol{x})$ or the realized outcomes $f(\boldsymbol{x})+\epsilon$. Instead, this paper introduces a novel, model-agnostic framework for quantifying uncertainty in continuous and binary outcomes using confidence sets for outcome excursions, where the goal is to identify a subset of the feature space where the expected or realized outcome exceeds a specific value. The proposed method constructs data-dependent inner and outer confidence sets that aim to contain the true feature subset for which the expected or realized outcomes of these features exceed a specified threshold. We establish theoretical guarantees for the probability that these confidence sets contain the true feature subset, both asymptotically and for finite sample sizes. The framework is validated through simulations and applied to real-world datasets, demonstrating its utility in contexts such as housing price prediction and time to sepsis diagnosis in healthcare. This approach provides a unified method for uncertainty quantification that is broadly applicable across various continuous and binary prediction models.